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@article{942774,
author = {Koláček, Jan and Karunamuni, Rohana J.},
article_location = {Montgomery},
article_number = {2},
keywords = {kernel estimation; reflection; distribution estimation},
language = {eng},
issn = {1930-6792},
journal = {Journal of Applied Probability and Statistics},
title = {A generalized reflection method for kernel distribution and hazard functions estimation},
volume = {6},
year = {2011}
}
TY - JOUR
ID - 942774
AU - Koláček, Jan - Karunamuni, Rohana J.
PY - 2011
TI - A generalized reflection method for kernel distribution and hazard functions estimation
JF - Journal of Applied Probability and Statistics
VL - 6
IS - 2
SP - 73-85
EP - 73-85
PB - Dixie W Publishing Corporation
SN - 19306792
KW - kernel estimation
KW - reflection
KW - distribution estimation
N2 - In this paper we focus on kernel estimates of cumulative distribution and hazard functions (rates) when the observed random variables are nonnegative. It is well known that kernel distribution estimators are not consistent when estimating a distribution function near the point x=0. This fact is rather visible in many applications, for example in kernel ROC curve estimation (Kolacek and Karunamuni (2009)). In order to avoid this problem we propose a bias reducing technique that is a kind of generalized reflection method. Our method is based on ideas of Karunamuni and Alberts (2005) and Zhang et al. (1999) developed for boundary correction in kernel density estimation. The proposed estimators are compared with the traditional kernel estimator and with the estimator based on ``classical" reflection method using simulation studies.
ER -
KOLÁČEK, Jan a Rohana J. KARUNAMUNI. A generalized reflection method for kernel distribution and hazard functions estimation. \textit{Journal of Applied Probability and Statistics}. Montgomery: Dixie W Publishing Corporation, 2011, roč.~6, č.~2, s.~73-85. ISSN~1930-6792.
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