Relative efficiency and deficiency of kernel type estimators of smooth distribution functions |
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| Authors: | M Falk |
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| Institution: | *Department of Mathematics, University of Siegen, Holderlinstrasse 3, 5900 Siegen 21, B.R.D. |
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| Abstract: | Abstract The problem is investigated whether a given kernel type estimator of a distribution function at a single point has asymptotically better performance than the empirical estimator. A representation of the relative deficiency of the empirical distribution function with respect to a kernel type estimator is established which gives a complete solution to this problem. The problem of finding optimal kernels is studied in detail. |
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| Keywords: | empirical distribution function kernel type estimator efficiency deficiency |
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