Correcting the negativity of high-order kernel density estimators

DOI10.1006/JMVA.1993.1073MaRDI QIDQ689370zbMATH OpenOpenAlexFDO

Authors R. D. Murison, Peter Hall

Publication date 6 December 1993

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1993.1073

zbMATH Keywords

asymptotic equivalencenumerical studyasymptotic integrated squared errorbandwidth choicemoderately light tailsnegativity of high-order kernel density estimators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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• EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
• Bootstrap variance estimation for Nadaraya quantile estimator
• Improved Non-Negative Kernel Estimate of a Density
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• Testing conditional independence via integrating-up transform
• On the minimisation of \(L^ p\) error in mode estimation
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• Correction of Density Estimators that are not Densities
• Estimated conditional score function for missing mechanism model with nonignorable nonresponse
• On correcting for variance inflation in kernel density estimation

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