A SIMPLE BIAS REDUCTION METHOD FOR DENSITY-ESTIMATION

被引：0
|
作者：
JONES, MC
LINTON, O
NIELSEN, JP
机构：
[1] YALE UNIV, DEPT ECON, NEW HAVEN, CT 06520 USA
[2] PFA PENS, DK-2100 COPENHAGEN O, DENMARK
来源：
BIOMETRIKA | 1995年 / 82卷 / 02期
关键词：
KERNEL SMOOTHING; MULTIPLICATIVE BIAS CORRECTION; TRANSFORMATION;
D O I：
暂无
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
A new method for bias reduction in nonparametric density estimation is proposed. The method is a simple, two-stage multiplicative bias correction. Its theoretical properties are investigated, and simulations indicate its practical potential. The method is easy to compute and to analyse, and extends simply to multivariate and other estimation problems.
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页码：327 / 338
页数：12
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