Advances and Applications in Statistics
Volume 13, Issue 2, Pages 181 - 191
(December 2009)
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A WEIGHTED BIVARIATE DENSITY ESTIMATION METHOD
Wai Kong Yuen (Canada) and Mei Ling Huang (Canada)
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Abstract: We introduce a nonparametric weighted bivariate kernel density estimator (WBKDE) based on a bivariate sample level crossing function. We run simulations on various distributions to compute the simulation efficiency of WBKDE relative to the classical bivariate kernel density estimator. The results show that WBKDE gives more efficient estimates in the tails of the underlying continuous distribution, for both small and large sample sizes. |
Keywords and phrases: mean square integrated error, efficiency, multivariate level crossing sample function, nonparametric kernel density estimator, order statistics. |
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