Estimation of the $k$th derivative of a df by means of the $k$th-order difference quotients of the empiric df is investigated. In particular, consistency conditions are given, the asymptotic bias, variance, and mean-squared error of the estimator are computed, and means of minimizing the latter are discussed.
Publié le : 1974-03-14
Classification:
Estimation,
derivatives,
distribution function,
difference quotients,
asymptotic variance,
asymptotic mean-square error,
asymptotic bias,
62G05,
62F10
@article{1176342670,
author = {Maltz, Carl},
title = {Estimation of the $k$th Derivative of a Distribution Function},
journal = {Ann. Statist.},
volume = {2},
number = {1},
year = {1974},
pages = { 359-361},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342670}
}
Maltz, Carl. Estimation of the $k$th Derivative of a Distribution Function. Ann. Statist., Tome 2 (1974) no. 1, pp. 359-361. http://gdmltest.u-ga.fr/item/1176342670/