Some improvements on a boundary corrected kernel density estimator

R.J. Karunamuni and S. Zhang

Statistics & Probability Letters, 2008, vol. 78, issue 5, 499-507

Abstract: In a very interesting article, Zhang et al. [1999. An improved estimator of the density function at the boundary. J. Amer. Statist. Assoc. 448, 1231-1241] proposed a new method of boundary correction for kernel density estimation. Their technique is a kind of generalized reflection method involving reflecting a transformation of the data. In this paper, we present a modification to their estimator. We observe that this modification significantly improves the asymptotic bias and variance of their estimator.

Keywords: Density; estimation; Mean; squared; error; Kernel; density; estimation; Reflection; Transformation; boundary; effects (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (14)

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