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Abstract Details
Activity Number:
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77
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Type:
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Contributed
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Date/Time:
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Sunday, July 31, 2011 : 4:00 PM to 5:50 PM
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Sponsor:
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Section on Nonparametric Statistics
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Abstract - #303023 |
Title:
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Max-Min Bernstein Polynomial Estimation of a Discontinuity in Distribution
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Author(s):
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Kai-Sheng Song*+
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Companies:
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University of North Texas
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Address:
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Department of Mathematics, Denton, TX, 76203,
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Keywords:
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Jump Discontinuity ;
Mixed Type Distribution ;
Bernstein Polynomial ;
Gibbs Phenomenon ;
Consistency ;
Nonparametric Estimation
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Abstract:
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We consider the problem of estimating the location of a discontinuity in a mixed type distribution and propose a nonparametric method of locating such a point of jump discontinuity. The estimator is constructed by maximizing the difference between the maximum and minimum values of the estimated cumulative distribution function (cdf) in a shrinking neighborhood. The empirically estimated cdf is based on Bernstein polynomial approximations that are free from Gibbs phenomenon. We prove that the proposed estimator is a statistically consistent estimator of the jump discontinuity.
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