Multivariate k-nearest neighbor density estimates

Y. P. Mack and M. Rosenblatt

Journal of Multivariate Analysis, 1979, vol. 9, issue 1, 1-15

Abstract: Under appropriate assumptions, expressions describing the asymptotic behavior of the bias and variance of k-nearest neighbor density estimates with weight function w are obtained. The behavior of these estimates is compared with that of kernel estimates. Particular attention is paid to the properties of the estimates in the tail.

Keywords: Density; estimates; k-nearest; neighbor; kernel; estimate; order; statistics; variance; bias; tail; behavior (search for similar items in EconPapers)
Date: 1979
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Citations: View citations in EconPapers (25)

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