On estimation of peakedness-ordered distributions. Issue 10 (19th May 2017)

• Record Type: Journal Article
• Authors: El Barmi, Hammou; Wu, Rongning
• Is Part Of: Communications in statistics. Volume 46:Issue 10(2017)
• Page Start: 4855
• Page End: 4869
• Publication Date: 2017-05-19
• Subjects: Density estimation -- kernel-based method -- peakedness ordering.; Primary 62G05, 62G20 -- secondary 62G10; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2015.1089291
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: A random variable X is said to be less peaked about a point μ than a random variable Y about a point ν, denoted by X ⪯ pkd (μ, ν) Y, if This paper develops new consistent estimators of the distribution functions of two continuous random variables X and Y when X is less peaked than Y . Through simulation studies, we show that our estimators outperform in terms of mean-squared error the estimators proposed in El Barmi and Mukerjee (2012 ) for the same problem. To illustrate the theory, an empirical example is presented.