Artículo

Henry, G.; Rodriguez, D.; Sued, M. "A note on the estimation of the hölder constant" (2014) Communications in Statistics: Simulation and Computation. 43(4):905-912
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Abstract:

In this article, we develop a nonparametric estimator for the Hölder constant of a density function. We consider a simulation study to evaluate the performance of the proposal and construct smooth bootstrap confidence intervals. Also, we give a brief review over the impossibility to decide whether a density function is Hölder. © 2014 Copyright Taylor and Francis Group, LLC.

Registro:

Documento: Artículo
Título:A note on the estimation of the hölder constant
Autor:Henry, G.; Rodriguez, D.; Sued, M.
Filiación:FCEyN, Universidad de Buenos Aires and CONICET, Caba, Argentina
Palabras clave:Discernibility; Hölder density; Nonparametric estimation; Bootstrap confidence interval; Discernibility; Non-parametric estimations; Nonparametric estimators; Simulation studies; Statistics; Statistical methods
Año:2014
Volumen:43
Número:4
Página de inicio:905
Página de fin:912
DOI: http://dx.doi.org/10.1080/03610918.2012.718839
Título revista:Communications in Statistics: Simulation and Computation
Título revista abreviado:Commun. Stat. Simul. Comput.
ISSN:03610918
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03610918_v43_n4_p905_Henry

Referencias:

  • Carando, D., Fraiman, R., Groisman, P., Nonparametric likelihood based estimation for a multivariate Lipschitz density (2009) Journal of Multivariate Analysis, 100, pp. 981-992
  • Devroye, L., Lugosi, G., Almost sure classification of densities (2002) Journal of Nonparametric Statistics, 14, pp. 675-698
  • Efron, B., Bootstrap methods-another look at the jack-knife (1979) Annals of Statistics, 7, pp. 1-26
  • Efron, B., (1982) The Jackknife, the Bootstrap and Other Resampling Plans, , Philadelphia PA: Society for Industrial and Applied Mathematics
  • Fraiman, R., Meloche, J., Counting bumps (1999) Annals of the Institute of Statistical Mathematics, 51, pp. 1-29
  • Le Cam, L., Schwartz, L., A necessary and sufficient condition for the existence of consistent estimates (1960) Annals of Statistics, 31, pp. 140-150
  • Parzen, E., On estimation of a probability density function and mode (1962) The Annals of Mathematics Statistics, 33, pp. 1065-1076
  • Rosenblatt, M., Remarks on some nonparametric estimates of a density function (1956) The Annals of Mathematics Statistics, 27, pp. 832-837
  • Scott, D.W., (1992) Multivariate Density Estimation: Theory, Practice, and Visualization, , NewYork Wiley
  • Silverman, B.W., Young, G.A., The bootstrap: To smooth or not to smooth? (1987) Biometrika, 74, pp. 469-479

Citas:

---------- APA ----------
Henry, G., Rodriguez, D. & Sued, M. (2014) . A note on the estimation of the hölder constant. Communications in Statistics: Simulation and Computation, 43(4), 905-912.
http://dx.doi.org/10.1080/03610918.2012.718839
---------- CHICAGO ----------
Henry, G., Rodriguez, D., Sued, M. "A note on the estimation of the hölder constant" . Communications in Statistics: Simulation and Computation 43, no. 4 (2014) : 905-912.
http://dx.doi.org/10.1080/03610918.2012.718839
---------- MLA ----------
Henry, G., Rodriguez, D., Sued, M. "A note on the estimation of the hölder constant" . Communications in Statistics: Simulation and Computation, vol. 43, no. 4, 2014, pp. 905-912.
http://dx.doi.org/10.1080/03610918.2012.718839
---------- VANCOUVER ----------
Henry, G., Rodriguez, D., Sued, M. A note on the estimation of the hölder constant. Commun. Stat. Simul. Comput. 2014;43(4):905-912.
http://dx.doi.org/10.1080/03610918.2012.718839