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Bias reduction in kernel density estimation by smoothed empirical transformations - MaRDI portal

Bias reduction in kernel density estimation by smoothed empirical transformations (Q1327838)

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scientific article; zbMATH DE number 597409
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English
Bias reduction in kernel density estimation by smoothed empirical transformations
scientific article; zbMATH DE number 597409

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    Bias reduction in kernel density estimation by smoothed empirical transformations (English)
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    18 September 1994
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    bias reduction
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    boundary kernels
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    empirical processes
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    improved rates of convergence
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    transformations to target distributions
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    variable bandwidths
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    simulations
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    modification of kernel density estimation
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    change of variables
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    choice of bandwidth
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    rates of squared-error convergence
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    transformation-kernel estimate
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    iteration
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    target distribution
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