Polish Statistical Association
Central Statistical Office of Poland
Subject: Economics, Statistics & Probability
ISSN: 1234-7655
eISSN: 2450-0291
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Keywords : boundary effects, cumulative distribution function, kernel method, bounded support
Citation Information : Statistics in Transition New Series. Volume 17, Issue 3, Pages 541-556, DOI: https://doi.org/10.21307/stattrans-2016-037
License : (CC BY 4.0)
Published Online: 06-July-2017
In the paper methods of reducing the so-called boundary effects, which appear in the estimation of certain functional characteristics of a random variable with bounded support, are discussed. The methods of the cumulative distribution function estimation, in particular the kernel method, as well as the phenomenon of increased bias estimation in boundary region are presented. Using simulation methods, the properties of the modified kernel estimator of the distribution function are investigated and an attempt to compare the classical and the modified estimators is made.