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Probability density estimation with surrogate data and validation sample
Wang Qihua1; Cui Wenquan2
2013
Source PublicationFrontiers of Mathematics in China
ISSN1673-3452
Volume8Issue:3Pages:665
AbstractThe probability density estimation problem with surrogate data and validation sample is considered. A regression calibration kernel density estimator is defined to incorporate the information contained in both surrogate variates and validation sample. Also, we define two weighted estimators which have less asymptotic variances but have bigger biases than the regression calibration kernel density estimator. All the proposed estimators are proved to be asymptotically normal. And the asymptotic representations for the mean squared error and mean integrated square error of the proposed estimators are established, respectively. A simulation study is conducted to compare the finite sample behaviors of the proposed estimators.
Language英语
Funding Project[National Science Fund for Distinguished Young Scholars in China] ; [National Natural Science Foundation of China] ; [National Science Fund for Creative Research Groups in China] ; [Key Lab of Random Complex Structure and Data Science] ; [Chinese Academy of Sciences] ; [Key grant from Yunnan Province] ; [Natural Science Foundation of Anhui Province] ; [Knowledge Innovation Program of Chinese Academy of Sciences]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/45496
Collection应用数学研究所
Affiliation1.中国科学院数学与系统科学研究院
2.中国科学技术大学
Recommended Citation
GB/T 7714
Wang Qihua,Cui Wenquan. Probability density estimation with surrogate data and validation sample[J]. Frontiers of Mathematics in China,2013,8(3):665.
APA Wang Qihua,&Cui Wenquan.(2013).Probability density estimation with surrogate data and validation sample.Frontiers of Mathematics in China,8(3),665.
MLA Wang Qihua,et al."Probability density estimation with surrogate data and validation sample".Frontiers of Mathematics in China 8.3(2013):665.
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