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Reproducing kernel Hilbert spaces and nonparametric estimation
by
Belkacem Abdous
Université Laval, Canada
Coauthors: Alain Berlinet and Nicolas Hengartner
In this talk, we present a general framework for estimating smooth functionals of probability distribution functions and their derivatives. This framework is based on reproducing kernel Hilbert spaces (RKHS) theory and local polynomial fitting. The theory covers both density and hazard rate estimation, estimation of economic functions, such as the mean residual time, the Lorenz curve, and many others. RKHS theory enables us to provide closed forms for the proposed estimators together with their asymptotic behavior.
Date received: May 31, 2005
Copyright © 2005 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # card-47.