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Distribution estimation with smoothed auxiliary information

文献类型：期刊论文

作者Liu, Xu1,2; Ishfaq, Ahmad2
刊名ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
出版日期2011
卷号27期号:1页码:167-176
关键词Auxiliary information Empirical likelihood Estimating equations Smoothed estimating function Symmetric distribution
ISSN号0168-9673
DOI10.1007/s10255-010-9318-4
英文摘要Distribution estimation is very important in order to make statistical inference for parameters or its functions based on this distribution. In this work we propose an estimator of the distribution of some variable with non-smooth auxiliary information, for example, a symmetric distribution of this variable. A smoothing technique is employed to handle the non-differentiable function. Hence, a distribution can be estimated based on smoothed auxiliary information. Asymptotic properties of the distribution estimator are derived and analyzed. The distribution estimators based on our method are found to be significantly efficient than the corresponding estimators without these auxiliary information. Some simulation studies are conducted to illustrate the finite sample performance of the proposed estimators.
资助项目National Natural Science Funds for Distinguished Young Scholar[70825004] ; National Natural Science Foundation of China (NSFC)[10731010] ; National Basic Research Program[2007CB814902] ; Creative Research Groups of China[10721101] ; Shanghai University of Finance and Economics[211] ; Shanghai University of Finance and Economics[B803]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000285358500016
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/11442]  
专题中国科学院数学与系统科学研究院
通讯作者Liu, Xu
作者单位1.Yunnan Univ, Dept Stat, Kunming 650091, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Liu, Xu,Ishfaq, Ahmad. Distribution estimation with smoothed auxiliary information[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2011,27(1):167-176.
APA Liu, Xu,&Ishfaq, Ahmad.(2011).Distribution estimation with smoothed auxiliary information.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,27(1),167-176.
MLA Liu, Xu,et al."Distribution estimation with smoothed auxiliary information".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 27.1(2011):167-176.

入库方式： OAI收割

来源：数学与系统科学研究院

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