Using small bias nonparametric density estimators for confidence interval estimation

DOI10.1080/10485250802562607MaRDI QIDQ3611828zbMATH OpenOpenAlexWikidataFDO

Authors Marco Di Marzio, Charles C. Taylor

Publication date 3 March 2009

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL http://eprints.whiterose.ac.uk/42950/6/taylorcc2%5D.pdf

zbMATH Keywords

bootstrapcoverage rategeometric density estimatorshigher-order bias estimatorsU-statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15)

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Cites work

• A Class of Statistics with Asymptotically Normal Distribution
• A Comparison of Higher-Order Bias Kernel Density Estimators
• A simple bias reduction method for density estimation
• Approximation Theorems of Mathematical Statistics
• Asymptotics for the transformation kernel density estimator
• Correction of Density Estimators that are not Densities
• Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
• Empirical likelihood confidence intervals for nonparametric density estimation
• Exact mean integrated squared error
• Generalized jackknifing and higher order kernels
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• On higher order kernels
• On improving convergence rates for nonnegative kernel density estimators
• SiZer for Exploration of Structures in Curves
• Variable kernel density estimation

Cited in

(4)

• Bayesian nonparametric dynamic state space modeling with circular latent states
• Empirical likelihood confidence intervals for nonparametric density estimation
• Non-parametric regression for circular responses
• GetDist: a python package for analysing Monte Carlo samples

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