A SIMPLE BIAS REDUCTION METHOD FOR DENSITY-ESTIMATION

• 成果类型: Article
• 署名作者: JONES, MC; LINTON, O; NIELSEN, JP
• 署名单位: Yale University
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• 发表日期: 1995
• 页码: 327338
• 关键词: variable bandwidth; regression; PRINCIPLE

摘要

A new method for bias reduction in nonparametric density estimation is proposed. The method is a simple, two-stage multiplicative bias correction. Its theoretical properties are investigated, and simulations indicate its practical potential. The method is easy to compute and to analyse, and extends simply to multivariate and other estimation problems.