Generalized edge frequency polygon for density estimation
Jones et al. (Biometrica 85, 235) proposed an edge frequency polygon estimator to estimate a probability density function. Their estimator has a smaller asymptotic mean integrated squared error than that of the frequency polygon estimator. In this paper we introduce a generalized edge frequency polygon estimator. Instead of averaging heights of two bins at each bin edge, we take weighted averages of the heights in the neighboring 2k (k[greater-or-equal, slanted]1) bins, which further reduces the asymptotic mean integrated squared error.
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Volume (Year): 55 (2001)
Issue (Month): 2 (November)
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- Jeffrey S. Simonoff & Frederic Udina, 1995.
"Measuring the stability of histogram appearance when the anchor position is changed,"
Economics Working Papers
133, Department of Economics and Business, Universitat Pompeu Fabra.
- Simonoff, Jeffrey S. & Udina, Frederic, 1997. "Measuring the stability of histogram appearance when the anchor position is changed," Computational Statistics & Data Analysis, Elsevier, vol. 23(3), pages 335-353, January.
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