Distribution estimation with smoothed auxiliary information

doi:10.1007/s10255-010-9318-4

CSpace

	Distribution estimation with smoothed auxiliary information
	Liu, Xu 1,2; Ishfaq, Ahmad 2
	2011
发表期刊	ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
ISSN	0168-9673
卷号	27 期号:1 页码:167-176
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.
关键词	Auxiliary information Empirical likelihood Estimating equations Smoothed estimating function Symmetric distribution
DOI	10.1007/s10255-010-9318-4
语种	英语
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
WOS类目	Mathematics, Applied
WOS记录号	WOS:000285358500016
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/11443
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.