A note on estimating cumulative distribution functions by the use of convolution power kernels

Benedikt Funke and Christian Palmes

Statistics & Probability Letters, 2017, vol. 121, issue C, 90-98

Abstract: Our paper investigates the nonparametric estimation of cumulative distribution functions of nonnegative valued random variables using convolution power kernels. Our proposed consistent estimator avoids boundary effects near the origin. We present its asymptotic properties and give a short simulation study.

Keywords: Distribution function estimation; Mean squared error; Boundary bias; Convolution power kernels (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2016.10.004

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