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Improving bias in kernel density estimation

Kairat Mynbaev (), Saralees Nadarajah, Christopher S. Withers and Aziza S. Aipenova

Statistics & Probability Letters, 2014, vol. 94, issue C, 106-112

Abstract: 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)
Date: 2014
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DOI: 10.1016/j.spl.2014.07.014

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