Accession Number : AD0783540

Title :   Asymptotic Behavior of a Spline Estimate of a Density Function,

Corporate Author : CALIFORNIA UNIV SAN DIEGO LA JOLLA

Personal Author(s) : Lii,Keh-Shin ; Rosenblatt,Murray

Report Date : JUL 1974

Pagination or Media Count : 37

Abstract : A class of cubic spline estimators of probability density functions over a finite interval are considered in the paper. The precise asymptotic behavior of the bias and covariance of such estimators is obtained in the interior of the interval. The estimators are shown to be asymptotically normally distributed. The properties of these estimators are compared with those of kernel estimators. The kernel and spline estimators are compared in some Monte Carlo simulations as well as in the analysis of some data obtained in turbulent wind flow. (Author)

Descriptors :   *Probability density functions, *Estimates, Splines, Analysis of variance, Curve fitting, Theorems, Turbulent flow, Wind

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE