A generalization of histogram type estimators
We 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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- 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.
- 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.
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