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ABSTRACT We propose a recursive distribution estimator using Robbins-Monro's algorithm and Bernstein polynomials. We study the properties of the recursive estimator, as a competitor of Vitale's distribution estimator. We show… Click to show full abstract
ABSTRACT We propose a recursive distribution estimator using Robbins-Monro's algorithm and Bernstein polynomials. We study the properties of the recursive estimator, as a competitor of Vitale's distribution estimator. We show that, with optimal parameters, our proposal dominates Vitale's estimator in terms of the mean integrated squared error. Finally, we confirm theoretical result throught a simulation study.
Keywords:
recursive distribution;
estimator;
estimator defined;
bernstein polynomials;
distribution estimator
Journal Title: Journal of Nonparametric Statistics
Year Published: 2017
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Journal Title: Journal of Nonparametric Statistics
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!