Nonparametric estimators of probability characteristics using unbiased prior conditions

作     者：Dmitriev, Yury G. Koshkin, Gennady M. 

作者机构：Natl Res Tomsk State Univ Tomsk Russia 

出 版 物：《STATISTICAL PAPERS》 (统计学文集)

年 卷 期：2018年第59卷第4期

页      面：1559-1575页

核心收录：

学科分类：0202[经济学-应用经济学] 02[经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 

基　　金：Tomsk State University  TSU  (8.1.37.2018) 

主　　题：Nonparametric estimator Auxiliary information U-statistics Mises functional Asymptotic normality 

摘      要：A class of nonparametric estimators of the main functional of distribution constructed by making use auxiliary information is proposed. It is shown that the knowledge usage of other distribution functionals in estimation of the main functional can often provide the mean squared error (MSE) smaller than that of estimators constructed without such auxiliary information. In the paper, the adaptive estimators are proposed. The asymptotic normality of all the proposed estimators is proved. The simulation results show that the usage of auxiliary information in estimation procedure improves the MSE of estimators.