A Comparison of Higher-Order Bias Kernel Density Estimators

DOI10.2307/2965571zbMATH Open0888.62035OpenAlexW4234108557MaRDI QIDQ4366199FDOQ4366199

M. C. Jones, D. F. Signorini

Publication date: 18 November 1997

Full work available at URL: https://doi.org/10.2307/2965571

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zbMATH Keywords

smoothingbias reductiontransformationvariable bandwidthmultiplicative bias correctionhigher-order kernelsvariable location

Mathematics Subject Classification ID

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

Cited In (52)

• Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
• Reducing the mean squared error in kernel density estimation
• Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results
• Estimating the density of a conditional expectation
• Modifying the kernel distribution function estimator towards reduced bias
• Statistical tests in the partially linear additive regression models
• Variable bandwidth kernel hazard estimators
• Adaptive variable location kernel density estimators with good performance at boundaries
• Using small bias nonparametric density estimators for confidence interval estimation
• Model checking in Tobit regression with measurement errors using validation data
• Semiparametric estimation of the link function in binary-choice single-index models
• Title not available (Why is that?)
• Variable Bandwidths for Nonparametric Hazard Rate Estimation
• Kernel density estimation of actuarial loss functions
• A generalization of histogram type estimators
• Nonnegative bias reduction methods for density estimation using asymmetric kernels
• A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution
• Nonparametric estimation of possibly similar densities
• A doubly robustified estimating function for ARCH time series models
• Correcting the negativity of high-order kernel density estimators
• New methods for bias correction at endpoints and boundaries
• Maximum likelihood kernel density estimation: on the potential of convolution sieves
• Bias reduction in kernel binary regression
• New kernel estimators of the hazard ratio and their asymptotic properties
• On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation
• Skewing and Generalized Jackknifing in Kernel Density Estimation
• The bivariate current status model
• Bias correction and higher order kernel functions
• Bias reduction in kernel density estimation via Lipschitz condition
• Semiparametric estimation of binary response models with endogenous regressors
• Kernel density estimation via diffusion
• Higher order bias reduction of kernel density and density derivative estimation at boundary points
• Reducing bias in curve estimation by use of weights.
• Local linear density estimation for filtered survival data, with bias correction
• Empirical Bayes nonparametric kernel density estimation
• Semiparametric density estimation by local \(L_ 2\)-fitting.
• In search of an optimal kernel for a bias correction method for density estimators
• Mode testing via higher-order density estimation
• Bayesian model averaging of possibly similar nonparametric densities
• Relative Efficiencies of Kernel and Local Likelihood Density Estimators
• On a certain class of nonparametric density estimators with reduced bias
• Pairwise local Fisher and naive Bayes: improving two standard discriminants
• Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain
• The effects of kernel choices in density estimation with biased data
• Smoothed alternatives of the two-sample median and Wilcoxon's rank sum tests
• Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval
• Spatially smoothed kernel densities with application to crop yield distributions
• Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
• Finite sample properties of an adaptive density estimator
• Bias reduction in kernel density estimation by smoothed empirical transformations
• General tests of conditional independence based on empirical processes indexed by functions

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