Improved Non-Negative Kernel Estimate of a Density
โ Scribed by Koshkin, G. M.
- Book ID
- 118220750
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1989
- Tongue
- English
- Weight
- 514 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0040-585X
- DOI
- 10.1137/1133119
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๐ SIMILAR VOLUMES
Multivariate kernel density estimators are known to systematically deviate from the true value near critical points of the density surface. To overcome this difficulty a method based on Rao Blackwell's theorem is proposed. Local corrections of kernel density estimators are achieved by conditioning t
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