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3
questions
6
votes
1
answer
209
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Estimating a distribution from above/below observations
Let $P$ be an unknown distribution on $(-\infty,\infty)$. Let $X_1,\ldots,X_n$ be an iid sample from $P$. Let $c_1,\ldots,c_n\in(-\infty,\infty)$ be a known set of constants. We observe $Y_1,\ldots,...
8
votes
1
answer
2k
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What practical application is there for the Asymptotic Mean Integrated Squared Error in kernel density estimation?
Introduction
For some time now I have been struggling to understand how theoretical results can be applied in practice. Fortunately in most cases the link between theory and practice is not hard to ...
2
votes
0
answers
263
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Pareto distribution rules out stable distribution?
In the following paper http://fic.wharton.upenn.edu/fic/papers/99/9914.pdf on catastrophic damage, I read a sentence the puzzled me (p. 23):
For the hurricane data the Pareto gives the heaviest ...