A generalization of histogram type estimators

Pedro Delicado and Manuel del Río

Economics Working Papers from Department of Economics and Business, Universitat Pompeu Fabra

Abstract: We introduce simple nonparametric density estimators that generalize the classical histogram and frequency polygon. The new estimators are expressed as linear combination of density functions that are piecewise polynomials, where the coefficients are optimally chosen in order to minimize the integrated square error of the estimator. We establish the asymptotic behaviour of the proposed estimators, and study their performance in a simulation study.

Keywords: Convolution; frequency polygon; nonparametric density estimation; smoothing techniques; splines (search for similar items in EconPapers)
JEL-codes: C13 C14 (search for similar items in EconPapers)
Date: 1999-10
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:upf:upfgen:422

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