Improving bias in kernel density estimation
Kairat Mynbaev (),
Christopher S. Withers and
Aziza S. Aipenova
Statistics & Probability Letters, 2014, vol. 94, issue C, 106-112
For order q kernel density estimators we show that the constant bq in bias=bqhq+o(hq) can be made arbitrarily small, while keeping the variance bounded. A data-based selection of bq is presented and Monte Carlo simulations illustrate the advantages of the method.
Keywords: Density estimation; Bias; Higher order kernel (search for similar items in EconPapers)
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Working Paper: Improving bias in kernel density estimation (2014)
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