Shrinkage Estimators of the Probability Density Function and their Asymptotic Properties under Association

Authors

Department of Statistics, Faculty of Mathematical Sciences, Shahrood University of Technology, Iran

10.29252/jirss.18.2.173

Abstract

In the present article, we develop the well-known preliminary test and Stein-type estimators for the probability density function under association. In this respect, we derive the asymptotic characteristics of the proposed estimators under a set of local alternatives. Some numerical studies are provided for supporting the findings. The result of this article improves the kernel estimate of the marginal probability density function of a strictly stationary sequence of associated random variables. For practical sake, the behavior of the proposed estimators is also analyzed using a real data set.

Keywords

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Volume 18, Issue 2
December 2019
Pages 173-197
  • Receive Date: 23 July 2022
  • Revise Date: 13 May 2024
  • Accept Date: 23 July 2022