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Chung–Smirnov property for Bernstein estimators of distribution functions

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  • Alexandre Leblanc

Abstract

In this article, we show that the Chung–Smirnov property holds for Bernstein estimators of distribution functions under different conditions on the underlying distribution to be estimated. In doing so, we obtain general results that characterise the closeness between these Bernstein estimators and the empirical distribution function Fn.

Suggested Citation

  • Alexandre Leblanc, 2009. "Chung–Smirnov property for Bernstein estimators of distribution functions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(2), pages 133-142.
    • Handle: RePEc:taf:gnstxx:v:21:y:2009:i:2:p:133-142
    DOI: 10.1080/10485250802485676
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    References listed on IDEAS

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    1. S. Wang, 1991. "Nonparametric estimation of distribution functions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 38(1), pages 259-267, December.
    2. Yoshihide Kakizawa, 2006. "Bernstein polynomial estimation of a spectral density," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 253-287, March.
    3. I‐Shou Chang & Chao A. Hsiung & Yuh‐Jenn Wu & Che‐Chi Yang, 2005. "Bayesian Survival Analysis Using Bernstein Polynomials," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(3), pages 447-466, September.
    4. Cheng, Fuxia, 2002. "Consistency of error density and distribution function estimators in nonparametric regression," Statistics & Probability Letters, Elsevier, vol. 59(3), pages 257-270, October.
    5. Babu, G. Jogesh & Chaubey, Yogendra P., 2006. "Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors," Statistics & Probability Letters, Elsevier, vol. 76(9), pages 959-969, May.
    6. Axel Tenbusch, 1997. "Nonparametric curve estimation with bernstein estimates," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 45(1), pages 1-30, January.
    7. Suojin Wang, 1995. "Optimizing the smoothed bootstrap," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(1), pages 65-80, January.
    8. Nidhan Choudhuri & Subhashis Ghosal & Anindya Roy, 2004. "Bayesian Estimation of the Spectral Density of a Time Series," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1050-1059, December.
    9. Einmahl, J. H. J. & Ruymgaart, F. H., 1987. "The almost sure behavior of the oscillation modulus of the multivariate empirical process," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 87-96, November.
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    Cited by:

    1. Ouimet, Frédéric, 2021. "Asymptotic properties of Bernstein estimators on the simplex," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
    2. Alexandre Leblanc, 2012. "On estimating distribution functions using Bernstein polynomials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 919-943, October.
    3. Pierre Lafaye de Micheaux & Frédéric Ouimet, 2021. "A Study of Seven Asymmetric Kernels for the Estimation of Cumulative Distribution Functions," Mathematics, MDPI, vol. 9(20), pages 1-35, October.
    4. Manté, Claude, 2015. "Iterated Bernstein operators for distribution function and density estimation: Balancing between the number of iterations and the polynomial degree," Computational Statistics & Data Analysis, Elsevier, vol. 84(C), pages 68-84.
    5. Dawei Lu & Lina Wang, 2021. "On the Rates of Asymptotic Normality for Bernstein Polynomial Estimators in a Triangular Array," Methodology and Computing in Applied Probability, Springer, vol. 23(4), pages 1519-1536, December.
    6. Frédéric Ouimet, 2021. "General Formulas for the Central and Non-Central Moments of the Multinomial Distribution," Stats, MDPI, vol. 4(1), pages 1-10, January.
    7. Alexandre Leblanc, 2010. "A bias-reduced approach to density estimation using Bernstein polynomials," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(4), pages 459-475.

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