26358

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Доклад

Название: 

Nonparametric gamma kernel estimators of density derivatives on positive semiaxis

ISBN/ISSN: 

978-3-902823-35-9/1474-6670

Наименование конференции: 

  • 7th IFAC Conference on Manufacturing Modelling, Management, and Control (MIM`2013, Saint Petersburg)

Наименование источника: 

  • Proceedings of the 7th IFAC Conference on Manufacturing Modelling, Management, and Control (MIM`2013, Saint Petersburg)

Обозначение и номер тома: 

Том 7, Часть 1

Город: 

  • Saint Petersburg

Издательство: 

  • Санкт-Петербургский государственный университет и Санкт-Петербург ИТМО университет

Год издания: 

2013

Страницы: 

910-915 http://www.ifac-papersonline.net/Detailed/60117.html
Аннотация
We consider nonparametric estimation of the derivative of a probability density function with the bounded support on $[0,\infty)$. Estimates are looked up in the class of estimates with asymmetric gamma kernel functions. The use of gamma kernels is due to the fact they are nonnegative, change their shape depending on the position on the semi-axis and possess other good properties. We found analytical expressions for bias, variance, mean integrated squared error (MISE) of the derivative estimate. An optimal bandwidth, the optimal MISE, and rate of mean square convergence of the estimates for density derivative have also been found.

Библиографическая ссылка: 

Добровидов А.В., Маркович Л.А. Nonparametric gamma kernel estimators of density derivatives on positive semiaxis / Proceedings of the 7th IFAC Conference on Manufacturing Modelling, Management, and Control (MIM`2013, Saint Petersburg). Saint Petersburg: Санкт-Петербургский государственный университет и Санкт-Петербург ИТМО университет, 2013. Том 7, Часть 1. С. 910-915 http://www.ifac-papersonline.net/Detailed/60117.html.