Multivariate Boundary Kernels from Local Linear Estimation

DOI10.1080/03461230050131902MaRDI QIDQ4258735zbMATH OpenOpenAlexFDO

Authors Jens Perch Nielsen

Publication date 14 September 1999

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461230050131902

zbMATH Keywords

kernel density estimatorslocal linear fittingmultivariate boundary kernels

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Numerical smoothing, curve fitting (65D10)

Review text

The paper deals with the problem of nonparametric multivariate density estimation. The author suggested a method of construction of the multivariate boundary kernels based on local linear estimations. Such an approach can be considered as a natural extension of the local linear one-dimensional estimators proposed by \textit{M. Lejeune} and \textit{P. Sarda} [Comput. Stat. Data Anal. 14, No. 4, 457-471 (1992)].

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• Linear boundary kernels for bivariate density estimation
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• A regression point of view toward density estimation
• On nonparametric density estimation at the boundary^*

Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Smooth estimators of distribution and density functions

Cited in

(9)

• Linear boundary kernels for bivariate density estimation
• Nonparametric density estimation for multivariate bounded data
• Multivariate non-central Birnbaum-Saunders kernel density estimator for nonnegative data
• Asymptotics for in-sample density forecasting
• In-sample forecasting applied to reserving and mesothelioma mortality
• Calendar effect and in-sample forecasting
• Multivariate Boundary Kernels and a Continuous Least Squares Principle
• Nonparametric construction of multivariate kernels
• Estimating IBNR claim counts using different levels of data aggregation

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