Bias reduction in kernel density estimation via Lipschitz condition
From MaRDI portal
Publication:5189270
DOI10.1080/10485250903266058zbMath1182.62074OpenAlexW2122467210MaRDI QIDQ5189270
Kairat T. Mynbaev, Carlos Martins-Filho
Publication date: 15 March 2010
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/24904/2/MPRA_paper_24904.pdf
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)
Related Items
Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes, Density estimates of low bias, New classes of density estimates of low bias, Methodology for nonparametric bias reduction in kernel regression estimation, Canonical higher-order kernels for density derivative estimation, Improving bias in kernel density estimation, In search of an optimal kernel for a bias correction method for density estimators, Bias reduction in kernel density estimation, Unified estimation of densities on bounded and unbounded domains, Consistency and asymptotic normality for a nonparametric prediction under measurement errors
Cites Work
- Unnamed Item
- Exact mean integrated squared error
- Generalized jackknifing and higher order kernels
- Optimizing Kernel Methods: A Unifying Variational Principle
- A Comparison of Higher-Order Bias Kernel Density Estimators
- Stochastic Limit Theory
- A simple bias reduction method for density estimation
- Boosting kernel density estimates: A bias reduction technique?
- On Estimation of a Probability Density Function and Mode