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6 votes
1 answer
209 views

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,...
DavidR's user avatar
  • 1,717
8 votes
1 answer
2k views

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 ...
Dennis Jaheruddin's user avatar
2 votes
0 answers
263 views

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 ...
user13655's user avatar
  • 387