Nonparametric Estimation of the Fractional Derivative of a Distribution Function
AbstractWe propose an estimator for the fractional derivative of a distribution function. Our estimator, based on finite differences of the empirical distribution function generalizes the estimator proposed by Maltz for the nonnegative real case. The asymptotic bias, variance and the consistency of the estimator are studied. Finally, the optimal choice for the ''smoothing parameter'' proves that even in the fractional case, the Stone's rate of convergence is achieved.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by HAL in its series Working Papers with number halshs-00536979.
Date of creation: 2010
Date of revision:
Note: View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00536979/en/
Contact details of provider:
Web page: http://hal.archives-ouvertes.fr/
fractional derivative; nonparametric estimation; distribution function; generalized differences;
This paper has been announced in the following NEP Reports:
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CCSD).
If references are entirely missing, you can add them using this form.