Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L₁ view

DOI10.1016/J.SPL.2016.11.019zbMATH Open1360.62159arXiv1611.10203OpenAlexW2557298264MaRDI QIDQ511539FDOQ511539

Authors: Carlos Martins-Filho, Kairat T. Mynbaev 

Publication date: 21 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: We define a new bandwidth-dependent kernel density estimator that improves existing convergence rates for the bias, and preserves that of the variation, when the error is measured in $L_1$. No additional assumptions are imposed to the extant literature.

Full work available at URL: https://arxiv.org/abs/1611.10203

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zbMATH Keywords

kernel density estimationbias reductionhigher order kernels

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• Remarks on Some Nonparametric Estimates of a Density Function
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• On Estimation of a Probability Density Function and Mode
• Introduction to nonparametric estimation
• Improving bias in kernel density estimation
• Seminorms and continuity modules for functions defined on a segment

Cited In (4)

• Bias reduction in kernel density estimation via Lipschitz condition
• On a certain class of nonparametric density estimators with reduced bias
• High-order data sharpening with dependent errors for regression bias reduction
• Data sharpening method in regression confidence band

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