Smooth Distribution Function Estimation for Lifetime Distributions using Szasz-Mirakyan Operators

05/20/2020

∙

by   Ariane Hanebeck, et al.

∙

0

∙

share

In this paper, we introduce a new smooth estimator for continuous distribution functions on the positive real half-line using Szasz-Mirakyan Operators. The approach is similar to the idea of the Bernstein estimator. We show that the proposed estimator outperforms the empirical distribution function in terms of asymptotic (integrated) mean-squared error, and generally compares favourably with other competitors in theoretical comparisons and in a simulation study.