Making a non-parametric density estimator more attractive, and more accurate, by data perturbation

DOI10.1111/RSSB.12120MaRDI QIDQ5378362zbMATH OpenOpenAlexFDO

Authors Hassan Doosti, Peter Hall

Publication date 12 June 2019

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/rssb.12120

zbMATH Keywords

data perturbationdata sharpeningflat top kernelsnon-parametric density function estimationrate of convergencetilted estimators

Mathematics Subject Classification ID

Density estimation (62G07)

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Cited in

(7)

• Nonparametric tilted density function estimation: a cross-validation criterion
• Data sharpening for improving central limit theorem approximations for data envelopment analysis-type efficiency estimators
• Data sharpening via Firth's adjusted score function
• Bayesian shape-constrained density estimation
• A Perturbation Technique for Sample Moment Matching in Kernel Density Estimation
• High-derivative parametric enhancements of nonparametric curve estimators
• Combining local and global smoothing in multivariate density estimation

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