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http://hdl.handle.net/20.500.12358/27133
TitleEstimating the density and hazard rate functions using the reciprocal inverse Gaussian kernel
Title in Arabicتقدير 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.

Authors
Salha, Raid B.
TypeConference Paper
Date2013-06
LanguageEnglish
Subjects
Reciprocal Inverse Gaussian kernel
hazard rate function
kernel estimation
asymptotic mean squared error
boundary bias
Published inInternational Conference, Mataró (Barcelona), Spain 25 - 28 June 2013
SeriesProceedings, 15th Applied Stochastic Models and Data Analysis (ASMDA2013)
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  • Staff Publications- Faculty of Science [907]
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The institutional repository of the Islamic University of Gaza was established as part of the ROMOR project that has been co-funded with support from the European Commission under the ERASMUS + European programme. This publication reflects the views only of the author, and the Commission cannot be held responsible for any use which may be made of the information contained therein.

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The institutional repository of the Islamic University of Gaza was established as part of the ROMOR project that has been co-funded with support from the European Commission under the ERASMUS + European programme. This publication reflects the views only of the author, and the Commission cannot be held responsible for any use which may be made of the information contained therein.

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