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Article Dans Une Revue Statistics and Probability Letters Année : 2022

Nonparametric recursive method for moment generating function kernel-type estimators

Résumé

n the present paper, we are mainly concerned with the kernel type estimators for the moment generating function. More precisely, we establish the central limit theorem together with the characterization of the bias and the variance for the nonparametric recursive kernel-type estimators for the moment generating function under some mild conditions. Finally, we investigate the performance of the methodology for small samples through a short simulation study.
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hal-04389629 , version 1 (22-07-2024)

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Salim Bouzebda, Yousri Slaoui. Nonparametric recursive method for moment generating function kernel-type estimators. Statistics and Probability Letters, 2022, 184, pp.109422. ⟨10.1016/j.spl.2022.109422⟩. ⟨hal-04389629⟩
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