High Order Data Sharpening for Density Estimation

DOI10.1111/1467-9868.00329zbMath1015.62031OpenAlexW2117752150MaRDI QIDQ4407195

Michael C. Minnotte

Publication date: 7 August 2003

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00329

zbMATH Keywords

bias reductionbandwidthkernel methodscurve estimationmean-squared errorlocal polynomial methodstransformation methodswiggliness

Mathematics Subject Classification ID

Density estimation (62G07)

Related Items (13)

High-order data sharpening with dependent errors for regression bias reduction ⋮ Data sharpening method in regression confidence band ⋮ Density estimates of low bias ⋮ Kernel density estimation via diffusion ⋮ Two-dimensional density estimation using smooth invertible transformations ⋮ Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting ⋮ Mode testing via higher-order density estimation ⋮ On nonparametric local inference for density estimation ⋮ Density estimation ⋮ Automatic and asymptotically optimal data sharpening for nonparametric regression ⋮ Reweighted kernel density estimation ⋮ Kernel density estimation based distributionally robust mean-CVaR portfolio optimization ⋮ Effect of dependence on stochastic measures of accuracy of density estimators

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• Local likelihood density estimation
• Locally parametric nonparametric density estimation

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