基于尺度拉普拉斯变换反演的非参数密度估计

IF 0.3 Q4 MATHEMATICS

Transactions of A Razmadze Mathematical Institute Pub Date : 2018-12-01 DOI:10.1016/j.trmi.2018.09.003

Fairouz Elmagbri, Robert M. Mnatsakanov

{"title":"基于尺度拉普拉斯变换反演的非参数密度估计","authors":"Fairouz Elmagbri, Robert M. Mnatsakanov","doi":"10.1016/j.trmi.2018.09.003","DOIUrl":null,"url":null,"abstract":"<div><p>New nonparametric procedure for estimating the probability density function of a positive random variable is suggested. Asymptotic expressions of the bias term and Mean Squared Error are derived. By means of graphical illustrations and evaluating the Average of <span><math><msub><mrow><mi>L</mi></mrow><mrow><mn>2</mn></mrow></msub></math></span>-errors we conducted comparisons of the finite sample performance of proposed estimate with the one based on kernel density method.</p></div>","PeriodicalId":43623,"journal":{"name":"Transactions of A Razmadze Mathematical Institute","volume":"172 3","pages":"Pages 440-447"},"PeriodicalIF":0.3000,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.trmi.2018.09.003","citationCount":"2","resultStr":"{\"title\":\"Nonparametric density estimation based on the scaled Laplace transform inversion\",\"authors\":\"Fairouz Elmagbri, Robert M. Mnatsakanov\",\"doi\":\"10.1016/j.trmi.2018.09.003\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>New nonparametric procedure for estimating the probability density function of a positive random variable is suggested. Asymptotic expressions of the bias term and Mean Squared Error are derived. By means of graphical illustrations and evaluating the Average of <span><math><msub><mrow><mi>L</mi></mrow><mrow><mn>2</mn></mrow></msub></math></span>-errors we conducted comparisons of the finite sample performance of proposed estimate with the one based on kernel density method.</p></div>\",\"PeriodicalId\":43623,\"journal\":{\"name\":\"Transactions of A Razmadze Mathematical Institute\",\"volume\":\"172 3\",\"pages\":\"Pages 440-447\"},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2018-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1016/j.trmi.2018.09.003\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Transactions of A Razmadze Mathematical Institute\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S2346809218300898\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Transactions of A Razmadze Mathematical Institute","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S2346809218300898","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS","Score":null,"Total":0}

引用次数: 2

摘要

提出了一种新的估计正随机变量概率密度函数的非参数方法。导出了偏置项和均方误差的渐近表达式。通过图解和l2误差平均值的评估，我们将所提出的有限样本估计与基于核密度法的估计进行了性能比较。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Nonparametric density estimation based on the scaled Laplace transform inversion

New nonparametric procedure for estimating the probability density function of a positive random variable is suggested. Asymptotic expressions of the bias term and Mean Squared Error are derived. By means of graphical illustrations and evaluating the Average of $L_{2}$ -errors we conducted comparisons of the finite sample performance of proposed estimate with the one based on kernel density method.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Transactions of A Razmadze Mathematical Institute MATHEMATICS-

CiteScore

0.50

自引率

50.00%

发文量

审稿时长

22 weeks