Some heuristics of kernel based estimators of ratio functions
- 1 January 1994
- journal article
- research article
- Published by Taylor & Francis in Journal of Nonparametric Statistics
- Vol. 4 (2) , 203-209
- https://doi.org/10.1080/10485259408832611
Abstract
Ratio functions for which nonparametric estimators have been considered include the hazard rate and density under random censoring. One estimation method involves individual estimates of the numerator and denominator. An alternative targets the entire function not the separate pieces. The two estimators are not comparable in terms of Mean Integrated Squared Error. However, the second type is seen to be more natural because it admits an elegant and useful martingale representation, and also is pictorially more attractive.Keywords
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