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Improving bias in kernel density estimation

โœ Scribed by Mynbaev, Kairat T.; Nadarajah, Saralees; Withers, Christopher S.; Aipenova, Aziza S.


Book ID
125822052
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
406 KB
Volume
94
Category
Article
ISSN
0167-7152

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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