Probability density estimation with surrogate data and validation sample

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	Probability density estimation with surrogate data and validation sample
	Wang Qihua1 ; Cui Wenquan 2
	2013
发表期刊	Frontiers of Mathematics in China
ISSN	1673-3452
卷号	8 期号:3 页码:665
摘要	The 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.
语种	英语
资助项目	[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]
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/45496
专题	应用数学研究所
作者单位	1.中国科学院数学与系统科学研究院 2.中国科学技术大学
推荐引用方式 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.