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У уторак, 10. октобра 2023. у 16:15 часова, у сали 840, биће одржано предавање: проф. др Бернард Клар (Институт за стохастику Института за технологију у Карлсруеу)
SMOOTH DISTRIBUTION FUNCTION ESTIMATION FOR LIFETIME DISTRIBUTIONS USING SZASZ-MIRAKYAN OPERATORS
Резиме: In this talk, we introduce a new smooth estimator for continuous distribution functions on the positive real half-line using Szasz-Mirakyan operators, similar to Bernstein’s approximation theorem. Here, the Bernstein basis polynomials, given by binomial probabilities, are replaced by Poisson probabilities. We show that the proposed estimator outperforms the empirical distribution function in terms of asymptotic (integrated) mean-squared error, and generally compares favorably with other competitors in theoretical comparisons. We discuss proposals for a data-driven choice of bandwidth. Also, we show the results of simulations to demonstrate the finite sample performance of the proposed estimator.
Линк за приступ је Join Zoom Meeting
Meeting ID: 990 5244 7752 Passcode: 713997