A least squares-type density estimator using a polynomial function
DC Field | Value | Language |
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dc.contributor.author | Im, Jongho | - |
dc.contributor.author | Morikawa, Kosuke | - |
dc.contributor.author | Ha, Hyung-Tae | - |
dc.date.available | 2020-04-06T06:37:07Z | - |
dc.date.created | 2020-04-02 | - |
dc.date.issued | 2020-04 | - |
dc.identifier.issn | 0167-9473 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/gachon/handle/2020.sw.gachon/26074 | - |
dc.description.abstract | Higher-order density approximation and estimation methods using orthogonal series expansion have been extensively discussed in statistical literature and its various fields of application. This study proposes least squares-type estimation for series expansion via minimizing the weighted square difference of series distribution expansion and a benchmarking distribution estimator. As the least squares-type estimator has an explicit expression, similar to the classical moment-matching technique, its asymptotic properties are easily obtained under certain regularity conditions. In addition, we resolve the non-negativity issue of the series expansion using quadratic programming. Numerical examples with various simulated and real datasets demonstrate the superiority of the proposed estimator. (C) 2019 Elsevier B.V. All rights reserved. | - |
dc.language | 영어 | - |
dc.language.iso | en | - |
dc.publisher | ELSEVIER | - |
dc.relation.isPartOf | COMPUTATIONAL STATISTICS & DATA ANALYSIS | - |
dc.title | A least squares-type density estimator using a polynomial function | - |
dc.type | Article | - |
dc.type.rims | ART | - |
dc.description.journalClass | 1 | - |
dc.identifier.wosid | 000515446200028 | - |
dc.identifier.doi | 10.1016/j.csda.2019.106882 | - |
dc.identifier.bibliographicCitation | COMPUTATIONAL STATISTICS & DATA ANALYSIS, v.144 | - |
dc.identifier.scopusid | 2-s2.0-85075831425 | - |
dc.citation.title | COMPUTATIONAL STATISTICS & DATA ANALYSIS | - |
dc.citation.volume | 144 | - |
dc.contributor.affiliatedAuthor | Ha, Hyung-Tae | - |
dc.type.docType | Article | - |
dc.subject.keywordAuthor | Asymptotic distribution | - |
dc.subject.keywordAuthor | Density estimation | - |
dc.subject.keywordAuthor | Orthogonal polynomials | - |
dc.subject.keywordAuthor | Series expansion | - |
dc.subject.keywordAuthor | Quadratic programming | - |
dc.relation.journalResearchArea | Computer Science | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Computer Science, Interdisciplinary Applications | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
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