Title : ( Shrinkage Estimators of the Probability Density Function Under Association )
Authors: Marzieh Mahmoudi , Mohammad Arashi , Ahmad Nezakati ,
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Abstract
In the present article, we develop the well-known preliminary test and Stein-type estimators for the probability density function under association. In this respect, we derive the asymptotic characteristics of the proposed estimators under a set of local alternatives. Some numerical studies are provided for supporting the findings. The result of this article improves the kernel estimate of the marginal probability density function of a strictly stationary sequence of associated random variables. For practical sake, the behavior of the proposed estimators is also analyzed using a real data set.
Keywords
, Association, Asymptotic MSE, Kernel Estimate, Preliminary Test, Shrinkage.
@article{paperid:1081358,
author = {Marzieh Mahmoudi and Arashi, Mohammad and Ahmad Nezakati},
title = {Shrinkage Estimators of the Probability Density Function Under Association},
journal = {Journal of the Iranian Statistical Society},
year = {2019},
volume = {18},
number = {2},
month = {December},
issn = {1726-4057},
pages = {173--197},
numpages = {24},
keywords = {Association; Asymptotic MSE; Kernel Estimate; Preliminary Test; Shrinkage.},
}
%0 Journal Article
%T Shrinkage Estimators of the Probability Density Function Under Association
%A Marzieh Mahmoudi
%A Arashi, Mohammad
%A Ahmad Nezakati
%J Journal of the Iranian Statistical Society
%@ 1726-4057
%D 2019
