Bias reduction in kernel density estimation by smoothed empirical transformations

DOI10.1214/AOS/1176325365zbMath0795.62042OpenAlexW2019591111MaRDI QIDQ1327838

Daren B. H. Cline, David Ruppert

Publication date: 18 September 1994

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325365

zbMATH Keywords

iterationbias reductionempirical processessimulationschange of variablestarget distributionchoice of bandwidthboundary kernelsimproved rates of convergencemodification of kernel density estimationrates of squared-error convergencetransformation-kernel estimatetransformations to target distributionsvariable bandwidths

Mathematics Subject Classification ID

Density estimation (62G07)

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