A generalization of histogram type estimators
AbstractWe introduce simple nonparametric density estimators that generalize the classical histogram and frequency polygon. The new estimators are expressed as linear combination of density functions that are piecewise polynomials, where the coefficients are optimally chosen in order to minimize the integrated square error of the estimator. We establish the asymptotic behaviour of the proposed estimators, and study their performance in a simulation study.
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Bibliographic InfoPaper provided by Department of Economics and Business, Universitat Pompeu Fabra in its series Economics Working Papers with number 422.
Date of creation: Oct 1999
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Web page: http://www.econ.upf.edu/
Convolution; frequency polygon; nonparametric density estimation; smoothing techniques; splines;
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2000-03-06 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Simonoff, Jeffrey S. & Udina, Frederic, 1997.
"Measuring the stability of histogram appearance when the anchor position is changed,"
Computational Statistics & Data Analysis, Elsevier,
Elsevier, vol. 23(3), pages 335-353, January.
- Jeffrey S. Simonoff & Frederic Udina, 1995. "Measuring the stability of histogram appearance when the anchor position is changed," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 133, Department of Economics and Business, Universitat Pompeu Fabra.
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