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June, 1987 Identifying the Closest Symmetric Distribution or Density Function
Eugene F. Schuster
Ann. Statist. 15(2): 865-874 (June, 1987). DOI: 10.1214/aos/1176350380

Abstract

The problem addressed is that of finding the "closest" symmetric distribution (density) to a given theoretical or empirical distribution (density) function. Measures of "closeness" considered include: weighted sup norm, weighted $L_p$ norm and Hellinger distance. Explicit formulas are given for the closest symmetric distribution function to the empirical distribution function in both sup norm and integrated square error.

Citation

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Eugene F. Schuster. "Identifying the Closest Symmetric Distribution or Density Function." Ann. Statist. 15 (2) 865 - 874, June, 1987. https://doi.org/10.1214/aos/1176350380

Information

Published: June, 1987
First available in Project Euclid: 12 April 2007

zbMATH: 0638.62025
MathSciNet: MR888445
Digital Object Identifier: 10.1214/aos/1176350380

Subjects:
Primary: 62E99
Secondary: 62G99

Rights: Copyright © 1987 Institute of Mathematical Statistics

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Vol.15 • No. 2 • June, 1987
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