From basic to reduced bias kernel density estimators: links via taylor series approximations
DOI10.1080/10485259608832686zbMATH Open0883.62043OpenAlexW1991586252WikidataQ126252080 ScholiaQ126252080MaRDI QIDQ4349873FDOQ4349873
Authors: M. C. Jones, Ola G. Hössjer 
Publication date: 25 August 1997
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259608832686
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Cites Work
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- Variable kernel density estimation
- Bias reduction in kernel density estimation by smoothed empirical transformations
- Asymptotics for the transformation kernel density estimator
- A Nonparametric Estimate of a Multivariate Density Function
- A simple bias reduction method for density estimation
- On bandwidth variation in kernel estimates. A square root law
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- On the bias of variable bandwidth curve estimators
- Variable window width kernel estimates of probability densities
- A note on bias reduction in variable‐kernel density estimates
- On plug-in rules for local smoothing of density estimators
- Taylor series approximations of transformation kernel density estimators
- A new kernel density estimate
Cited In (2)
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