Abstract
The first inference problem we will consider is nonparametric estimation of the CDF F. Then we will estimate statistical functionals, which are functions of CDF, such as the mean, the variance, and the correlation. The nonparametric method for estimating functionals is called the plug-in method.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2004 Springer Science+Business Media New York
About this chapter
Cite this chapter
Wasserman, L. (2004). Estimating the CDF and Statistical Functionals. In: All of Statistics. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-21736-9_7
Download citation
DOI: https://doi.org/10.1007/978-0-387-21736-9_7
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-2322-6
Online ISBN: 978-0-387-21736-9
eBook Packages: Springer Book Archive