Accession Number:

ADA160287

Title:

Role of Auxiliary Variate and Additional Data in Density Estimation.

Descriptive Note:

Technical rept.,

Corporate Author:

PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s):

Report Date:

1985-05-01

Pagination or Media Count:

33.0

Abstract:

Some new estimators of a univariate probability density function fy of a random variable Y, based on a set of observations taken from a bivariate joint density betax,y of Y and a suitably chosen concomitant variable X, have been investigated. Asymptotic unbiasedness, mean square consistency, asymptotic normality and rates of convergence have been established. A related problem of estimation of a conditional density has also been studied. Keywords Kernel Method Unbiasedness Mean Square Consistencies Rate of Convergence.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE