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Title: | A generalization of histogram type estimators |
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Author: | Delicado, Pedro; del Río, Manuel |
Other authors: | Universitat Pompeu Fabra. Departament d'Economia i Empresa |
Abstract: | 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. |
Subject(s): | -convolution -frequency polygon -nonparametric density estimation -smoothing techniques -splines -Statistics, Econometrics and Quantitative Methods |
Rights: | L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
Document type: | Working Paper |
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