Pointwise Improvement of Multivariate Ke
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Belkacem Abdous; Alain Berlinet
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Article
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1998
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Elsevier Science
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English
โ 428 KB
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