• Corpus ID: 88521293

A new method of joint nonparametric estimation of probability density and its support

  title={A new method of joint nonparametric estimation of probability density and its support},
  author={Takuro Moriyama},
  journal={arXiv: Statistics Theory},
  • T. Moriyama
  • Published 26 April 2017
  • Mathematics
  • arXiv: Statistics Theory
In this paper we propose a new method of joint nonparametric estimation of probability density and its support. As is well known, nonparametric kernel density estimator has "boundary bias problem" when the support of the population density is not the whole real line. To avoid the unknown boundary effects, our estimator detects the boundary, and eliminates the boundary-bias of the estimator simultaneously. Moreover, we refer an extension to a simple multivariate case, and propose an improved… 

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