The optimal bandwidth of the d-dimensional kernel estimator of a density is well known to have order n l.,(4+d). In this note, the multivariate distribution function F(x) is estimated by integrating a kernel estimator of its density. The asymptotic optimal bandwidth of the d-dimensional kernel dist
โฆ LIBER โฆ
A bias reducing technique in kernel distribution function estimation
โ Scribed by Choongrak Kim; Sungsoo Kim; Mira Park; Hakbae Lee
- Book ID
- 105855157
- Publisher
- Springer
- Year
- 2006
- Tongue
- English
- Weight
- 170 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0943-4062
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A technique is suggested for reducing the order of bias of kernel estimators by weighting the contributions that di erent data values make to the estimator. The method is developed initially in the context of density estimation, where, unlike the "variable kernel" method proposed by Abramson, our ap