A locally adaptive transformation method of boundary correction in kernel density estimation
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Publication:2498751
DOI10.1016/J.JSPI.2004.12.014zbMATH Open1094.62048OpenAlexW2076157662MaRDI QIDQ2498751FDOQ2498751
Rohana J. Karunamuni, Tom Alberts
Publication date: 16 August 2006
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2004.12.014
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)
Cites Work
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- Variable kernel density estimation
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- Transformations in Density Estimation
- On nonparametric density estimation at the boundary*
- On bandwidth variation in kernel estimates. A square root law
- On kernel density estimation near endpoints
- New methods for bias correction at endpoints and boundaries
- Improved variable window kernel estimates of probability densities
- Adaptive variable location kernel density estimators with good performance at boundaries
- Miscellanea. Data sharpening as a prelude to density estimation
Cited In (8)
- Convolution power kernels for density estimation
- Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data
- Deconvolution boundary kernel method in nonparametric density estimation
- Probit transformation for kernel density estimation on the unit interval
- Boundary kernels for adaptive density estimators on regions with irregular boundaries
- Boundary performance of the beta kernel estimators
- On the boundary properties of Bernstein polynomial estimators of density and distribution functions
- Correction locale de l'estimateur à noyau de la densité d'une loi de probabilité
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