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Two new nonparametric kernel distribution estimators based on a transformation of the data

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  • Yousri Slaoui

Abstract

In this paper, we propose two kernel distribution estimators based on a data transformation. We study the properties of these estimators and we compare them with two conventional estimators. It appears that with an appropriate choice of the parameters of the two proposed estimators, the convergence rate of two estimators will be faster than that of the two conventional estimators and the Mean Integrated Square Error will be smaller than the two conventional estimators. We corroborate these theoretical results through simulations as well as a real data set.

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  • Yousri Slaoui, 2021. "Two new nonparametric kernel distribution estimators based on a transformation of the data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 48(12), pages 2065-2091, September.
    • Handle: RePEc:taf:japsta:v:48:y:2021:i:12:p:2065-2091
    DOI: 10.1080/02664763.2020.1786675
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