Estimation of the Scaling Parameter for A Symmetric Design Function

Document Type : Original Article

Author

Abstract

Some results are given for the estimation of the scaling parameter in kernel-type density estimation for a symmetric density. For the case when the point of symmetry, θ is known it is shown that a symmetrized Kernal estimator is, as measured by MISE, approximately as good as non-symmetrized one based on twice as many observations. This result remains true if the estimated density is a normal one and θ is estimated by the sample mean.

Keywords