On a certain class of nonparametric density estimators with reduced bias

DOI10.1016/S0167-7152(00)00145-0zbMath0972.62024OpenAlexW2072516185MaRDI QIDQ5933639

Kanta Naito

Publication date: 19 November 2001

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00145-0

zbMATH Keywords

adjustment factorkernellocal fittingminimum MISE comparison

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (4)

Non-parametric kernel regression for multinomial data ⋮ Density estimates of low bias ⋮ Accuracy of transformed kernel density estimates for a heavy-tailed distribution ⋮ Bandwidth selection for a data sharpening estimator in nonparametric regression

Cites Work

• Exact mean integrated squared error
• Nonparametric density estimation with a parametric start
• Generalized jackknifing and higher order kernels
• A Comparison of Higher-Order Bias Kernel Density Estimators
• A simple bias reduction method for density estimation

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