ON KERNEL DISTRIBUTION FUNCTION ESTIMATION NEAR END POINTS

ON KERNEL DISTRIBUTION FUNCTION ESTIMATION NEAR END POINTS

N. Almi, A. Sayah

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Abstract

Under that so-called boundary problem on kernel cumulative distribution function estimation, the main objective of this paper is to introduce and investigate the properties of our new estimator in order to improve the boundary e ects, we will restrict our attention to the right boundary. We turned out that the order of the Bias has been reduced to the second power of the bandwidth, simulation studies for three di erent types of bandwidth selecting methods were carried out to check these phenomena, we conclude that the proposed estimator is better than the existing boundary correction methods.

Keywords

Boundary e ects, Bias reduction, Cumulative distribution function, Kernel estimator.