Estimation of location and scale parameters based on kernel functional estimators

Ibrahim A. Ahmad, Mohamed Amezziane

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

3 Scopus citations


In this paper we present new estimators of location and scale parameters that are constructed based on kernel estimators of the distribution functionals. We investigate the asymptotic behavior of the estimators under different sets of weak moment conditions and we devise a simple method to obtain the optimal bandwidth for the kernel function. The theoretical results are supported by a simulation study of the estimators' small sample performance.

Original languageEnglish
Title of host publicationNonparametric Statistics and Mixture Models
Subtitle of host publicationA Festschrift in Honor of Thomas P Hettmansperger
PublisherWorld Scientific Publishing Co.
Number of pages14
ISBN (Electronic)9789814340564
ISBN (Print)9814340553, 9789814340557
StatePublished - Jan 1 2011


  • Asymptotic distribution
  • Kernel estimation
  • Location and scale parameters
  • Smoothing parameter


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