Data sharpening via firth’s adjusted score function

W. John Braun, James Stafford and Patrick Brown

Statistics & Probability Letters, 2020, vol. 165, issue C

Abstract: Data sharpening can reduce bias in non-parametric regression and density estimation. Firth’s (1993) approach to bias reduction through adjustment of the score function provides an underlying framework for data sharpening and extensions, such as sharpened derivative estimation in kernel regression.

Keywords: Adjusted score function; Data perturbation; Derivative estimation; Local likelihood (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2020.108831

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