Please use this identifier to cite or link to this item:
http://hdl.handle.net/20.500.12358/27133
Title | Estimating the density and hazard rate functions using the reciprocal inverse Gaussian kernel |
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Title in Arabic | تقدير دالة الكثافة ودالة معدل المخاطرة باستخدام كرنال معكوس جاوس |
Abstract |
In this paper, we use the Reciprocal Inverse Gaussian (RIG) kernel to estimate nonparametrically the probability density function (pdf) and the hazard rate function for independent and identically distributed (iid) data. The estimator uses adaptive weights depending on the points at which we estimate the functions. We derive the strong consistency, the asymptotic normality and the asymptotic mean squared error (AMSE) of the proposed estimator. Also, the selection of the optimal bandwidth is investigated. The performance of the proposed estimator is compared to that of the Gaussian kernel. |
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Type | Conference Paper |
Date | 2013-06 |
Language | English |
Published in | International Conference, Mataró (Barcelona), Spain 25 - 28 June 2013 |
Citation | |
License | ![]() |
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ASMADA PAPER.pdf | 968.3Kb |