🌙

关于用核方法估计分布函数和分位数的一点注记

A Note on the Estimation of a Distribution Function and Quantiles by a Kernel Method

Biometrika · 1981
被引 29
ABS 4

中文导读

本文研究了通过积分核密度估计量来估计分布函数,并反演该估计量来估计分位数,分析了这两个估计量的二阶性质。

Abstract

A distribution function is estimated by integrating a kernel estimator of the density. Quantiles are estimated by inverting the estimate of the distribution function. Second-order properties of both these estimators are studied.

非参数统计核密度估计分布函数估计分位数估计