Data sharpening as a prelude to density estimation

• 成果类型: Article
• 署名作者: Choi, E; Hall, P
• 署名单位: Australian National University
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/86.4.941
• 发表日期: 1999
• 页码: 941947
• 关键词: BIAS REDUCTION; kernel

摘要

We introduce a data-perturbation method for reducing bias of a wide variety of density estimators, in univariate, multivariate spatial and spherical data settings. The method involves 'sharpening' the data by making them slightly more clustered than before, and then computing the estimator in the usual way, but from the sharpened data rather than the original data. The transformation depends in a simple, explicit way on the smoothing parameter employed for the density estimator, which may be based on classical kernel methods, orthogonal series, histosplines, singular integrals or other linear or approximately-linear methods. Bias is reduced by an order of magnitude, at the expense of a constant-factor increase in variance.