On improving distribution function estimators which are not monotonic functions

Gajek, Les[left Ceiling]aw

Statistics & Probability Letters, 1987, vol. 5, issue 3, 213-215

Abstract: In this paper we consider the problem of correcting distribution function estimators which are not nondecreasing functions (for example kernel type estimators). The method is based on the orthogonal projection in L2 and guarantees improving of the integrated mean square error for each sample size.

Keywords: distribution; functions; estimators; integrated; mean; square; error; asymptotic; deficiency; orthogonal; projection (search for similar items in EconPapers)
Date: 1987
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