Multivariate local polynomial fitting for a probability distribution function and its partial derivatives

被引：3

作者：

Abdous, B ^{[1
]}

Bensaid, E

机构：

[1] Univ Quebec Trois Rivieres, Dept Math & Informat, Trois Rivieres, PQ G9A 5H7, Canada

[2] Univ Laval, Dept Math & Stat, Ste Foy, PQ G1K 7P4, Canada

来源：

JOURNAL OF NONPARAMETRIC STATISTICS | 2000年 / 13卷 / 01期

基金：

加拿大自然科学与工程研究理事会;

关键词：

local polynomial fitting; multivariate orthogonal polynomials; multivariate kernel estimators; bandwidth smoothing matrix; derivative estimation;

D O I：

10.1080/10485250008832843

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We present a general framework for simultaneous estimation of a smooth multivariate cumulative distribution function and its partial derivatives. This achieved by means of a multi-variate version of the popular local polynomial fitting technique. We investigate some asymptotic properties of the obtained estimators.

引用

页码：77 / 94

页数：18

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