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http://hdl.handle.net/1942/16745
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DC Field | Value | Language |
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dc.contributor.author | VERAVERBEKE, Noel | - |
dc.contributor.author | Gijbels, Irène | - |
dc.contributor.author | OMELKA, Marek | - |
dc.date.accessioned | 2014-04-30T07:57:52Z | - |
dc.date.available | 2014-04-30T07:57:52Z | - |
dc.date.issued | 2014 | - |
dc.identifier.citation | JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 76 (2), p. 399-438 | - |
dc.identifier.issn | 1369-7412 | - |
dc.identifier.uri | http://hdl.handle.net/1942/16745 | - |
dc.description.abstract | The paper deals with non-parametric estimation of a conditional distribution function. We suggest a method of preadjusting the original observations non-parametrically through location and scale, to reduce the bias of the estimator.We derive the asymptotic properties of the estimator proposed. A simulation study investigating the finite sample performances of the estimators discussed is provided and reveals the gain that can be achieved. It is also shown how the idea of the preadjusting opens the path to improved estimators in other settings such as conditional quantile and density estimation, and conditional survival function estimation in the case of censored data. | - |
dc.description.sponsorship | Interuniversity Attraction Poles research network of the Belgian State (Belgian Science Policy)(grant number P7/06); Research Fund KU Leuven (grant numbers GOA/07/04; GOA/12/014) | - |
dc.language.iso | en | - |
dc.rights | © 2013 Royal Statistical Society | - |
dc.subject.other | conditional distribution; empirical process; kernel methods; local linear weights; smoothing | - |
dc.title | Preadjusted non-parametric estimation of a conditional distribution function | - |
dc.type | Journal Contribution | - |
dc.identifier.epage | 438 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 399 | - |
dc.identifier.volume | 76 | - |
local.bibliographicCitation.jcat | A1 | - |
local.type.refereed | Refereed | - |
local.type.specified | Article | - |
dc.identifier.isi | 000331369500004 | - |
item.validation | ecoom 2015 | - |
item.contributor | VERAVERBEKE, Noel | - |
item.contributor | Gijbels, Irène | - |
item.contributor | OMELKA, Marek | - |
item.accessRights | Restricted Access | - |
item.fullcitation | VERAVERBEKE, Noel; Gijbels, Irène & OMELKA, Marek (2014) Preadjusted non-parametric estimation of a conditional distribution function. In: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 76 (2), p. 399-438. | - |
item.fulltext | With Fulltext | - |
crisitem.journal.issn | 1369-7412 | - |
crisitem.journal.eissn | 1467-9868 | - |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
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veraverbeke 1.pdf Restricted Access | Published version | 1.52 MB | Adobe PDF | View/Open Request a copy |
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