University of Calgary

On a Method of Histogram Smoothing and Application in Nonparametric Density Estimation

Submitted by ppaterso on Thu, 04/09/2009 - 3:19pm.
Apr 23 2009 - 2:00pm
Apr 23 2009 - 3:00pm
Speaker: 

Yogendra P. Chaubey
Department of Mathematics and Statistics
Concordia University, Montreal

Location: 
MS 431
Colloquium

This talk will highlight some recent development in the area of
nonparametric functional estimation with emphasis on nonparametric density
estimation for restricted support which is based on a well-known lemma
attributed to Hille, a good account of which is contained in Feller (1965,
An Introduction to Probability Theory and Applications, Vol. 2). Chaubey
and Sen (1996, Stat. & Dec.) adapted this lemma for estimation of the
survival function replacing u(x) by the empirical distribution function.
The resulting estimator also provides a natural smooth nonparametric density estimator. Different
aspects of this estimator including the selection of smoothing parameter
and a modification for length biased data are outlined.