Bias corrections for some asymmetric kernel estimators

被引：17

作者：

Igarashi, Gaku ^{[1
]}

Kakizawa, Yoshihide ^{[1
]}

机构：

[1] Hokkaido Univ, Grad Sch Econ & Business Adm, Kita Ku, Sapporo, Hokkaido 0600809, Japan

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2015年 / 159卷

基金：

日本学术振兴会;

关键词：

Nonparametric density estimation; Boundary bias problem; Asymmetric kernel estimator; Bias correction; BOUNDARY CORRECTION; DENSITY; INVERSE;

D O I：

10.1016/j.jspi.2014.11.003

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Several asymmetric kernel (AK) estimators of a density with support [0, infinity) have been suggested in the recent fifteen years. In this paper, additive and nonnegative bias correction techniques, originally developed for the standard kernel estimator, are applied to some AK estimators when the underlying density has a fourth order derivative. The major contribution is to study asymptotic properties of new AK estimators corresponding to the limits of improved estimators. Simulation studies are conducted to illustrate the finite sample performance of the proposed estimators. (C) 2014 Elsevier B.V. All rights reserved.

引用

页码：37 / 63

页数：27

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