Higher-order bias corrections for kernel type density estimators on the unit or semi-infinite interval

Gaku Igarashi and Yoshihide Kakizawa

Journal of Nonparametric Statistics, 2020, vol. 32, issue 3, 617-647

Abstract: For the data of size n from the unit or semi-infinite interval, several asymmetric kernel density estimators, having the mean integrated squared errors of order $O(n^{-4/5}) $O(n−4/5) or $O(n^{-8/9}) $O(n−8/9), are available in the literature. We develop more higher-order bias-corrected estimators, achieving the order $O(n^{-4p/(4p+1)}) $O(n−4p/(4p+1)), where $p \ge 2 $p≥2 is a given integer. We illustrate the finite sample performance of the estimators through the simulations.

Date: 2020
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DOI: 10.1080/10485252.2020.1770754

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