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
On the Devroye-Györfi methods of correcting density estimators
✍ Scribed by M. Kałuszka
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 320 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0167-7152
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