On the properties of hermite series based distribution function estimators
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DOI: 10.1007/s00184-020-00785-z
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References listed on IDEAS
- Alexandre Leblanc, 2012. "On estimating distribution functions using Bernstein polynomials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 919-943, October.
- Greblicki, Wlodzimierz & Pawlak, Miroslaw, 1985. "Pointwise consistency of the hermite series density estimate," Statistics & Probability Letters, Elsevier, vol. 3(2), pages 65-69, April.
- E. Liebscher, 1990. "Hermite series estimators for probability densities," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 37(1), pages 321-343, December.
- Asma Jmaei & Yousri Slaoui & Wassima Dellagi, 2017. "Recursive distribution estimator defined by stochastic approximation method using Bernstein polynomials," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(4), pages 792-805, October.
- Greblicki, W?odzimierz & Pawlak, Miros?aw, 1984. "Hermite series estimates of a probability density and its derivatives," Journal of Multivariate Analysis, Elsevier, vol. 15(2), pages 174-182, October.
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- Carlo Marinelli & Stefano D'Addona, 2024. "On the relative performance of some parametric and nonparametric estimators of option prices," Papers 2412.00135, arXiv.org.
- Stephanou, Michael & Varughese, Melvin, 2021. "Sequential estimation of Spearman rank correlation using Hermite series estimators," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
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Keywords
Hermite series distribution function estimator; Sequential distribution function estimators; Mean squared error; Almost sure convergence; Robustness; Influence functions;All these keywords.
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