期刊论文

Estimation of Cauchy Density Based on Uniform Kernel

中文

福建技术师范学院学报

1008-3421

2012

2

14-16+21

10.3969/j.issn.1008-3421.2012.02.005

本校为其他机构

非参数核密度估计具有良好的性质,有固定窗宽和变窗宽两种形式,由于渐近方差收敛率相同,而渐近偏度存在差异,固定窗宽和球估计量的偏度为h2,Ambramson估计量为h4,本文提出了固定窗宽核密度估计量的一个性质,并计算基于均匀核的柯西密度Ambramson估计量的期望发现刚好是无偏的。

Non-parametric kernel density estimation has a good nature and it contains two forms： fixed and variable window width.Their asymptotic convergence rates of the variance are the same,but biases differentiate a lot.Fixed window width and the balloon estimator have the same bias h2,while Ambramson estimator＇s is h4.In this paper,we get a good nature of the fixed window width estimator,and calculate the bias of Cauchy density＇s Ambramson es...