Advances and Applications in Statistics
Volume 53, Issue 6, Pages 715 - 729
(December 2018) http://dx.doi.org/10.17654/AS053060715 |
|
A SEMI-PARAMETRIC MULTIPLICATIVE BIAS REDUCTION DENSITY WITH A PARAMETRIC START
Dioggban Jakperik, Romanus Odhiambo Otieno and George Otieno Orwa
|
Abstract: In this study, a multiplicative semi-parametric fourth order bias reduction density is proposed. The proposed density accommodates all parametric distributions and produces optimum results even in situations where the underlying parametric distributions are not the best approximations to the correct density of the data. This offers an impressive option for estimating statistics with large sample properties such as complex indixes. It consists of parametric estimate multiplied by a nonparametric correction function. The simulation results show its practical potential. |
Keywords and phrases: semi-parametric density function, bias reduction, variance, bandwidth, kernel function.
|
|
Number of Downloads: 405 | Number of Views: 3534 |
|