论文信息 - Nonparametric density estimation based on the scaled Laplace transform inversion

Nonparametric density estimation based on the scaled Laplace transform inversion

Abstract New nonparametric procedure for estimating the probability density function of a positive random variable is suggested. Asymptotic expressions of the bias term and Mean Squared Error are derived. By means of graphical illustrations and evaluating the Average of L 2 -errors we conducted comparisons of the finite sample performance of proposed estimate with the one based on kernel density method.

Robert M. Mnatsakanov | R. Mnatsakanov | F. Elmagbri | Fairouz Elmagbri

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