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Correction of Density Estimators that are not Densities

✍ Scribed by Ingrid K. Glad; Nils Lid Hjort; Nikolai G. Ushakov


Book ID
108536225
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
204 KB
Volume
30
Category
Article
ISSN
0303-6898

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πŸ“œ SIMILAR VOLUMES


Correcting the Negativity of High-Order
✍ P. Hall; R.D. Murison πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 582 KB

Two methods are suggested for removing the problem of negativity of high-order kernel density estimators. It is shown that, provided the underlying density has at least moderately light tails, each method has the same asymptotic integrated squared error (ISE) as the original kernel estimator. For ex