The effects of kernel choices in density estimation with biased data
From MaRDI portal
Publication:1365173
Recommendations
- In search of an optimal kernel for a bias correction method for density estimators
- Improving bias in kernel density estimation
- Minimax kernels for density estimation with biased data
- A note on bias reduction in variable‐kernel density estimates
- A Comparison of Higher-Order Bias Kernel Density Estimators
Cites work
- Canonical kernels for density estimation
- Empirical distributions in selection bias models
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- Kernel density estimation for length biased data
- Kernel smoothing of the nonparametric maximum likelihood estimates for biased sampling models
- Large sample theory of empirical distributions in biased sampling models
- On multivariate kernel estimation for samples from weighted distributions
- Regression analysis based on stratified samples
- Smoothing techniques. With implementation in S
Cited in
(6)- Minimax kernels for density estimation with biased data
- Kernel smoothing of the nonparametric maximum likelihood estimates for biased sampling models
- Non-negative density estimation via wavelet block thresholding for biased data
- On wavelet estimation of the derivatives of a density based on biased data
- scientific article; zbMATH DE number 1515419 (Why is no real title available?)
- Transformation- based density estimation For weighted distributions
This page was built for publication: The effects of kernel choices in density estimation with biased data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1365173)