Smoothing Bias in Density Derivative Estimation Smoothing Bias in Density Derivative Estimation

@inproceedings{StokerSmoothingBI,
  title={Smoothing Bias in Density Derivative Estimation Smoothing Bias in Density Derivative Estimation},
  author={Thomas M. Stoker}
}
This paper discusses a fundamental feature of density estimation by smoothing, namely that estimated density derivatives and score vectors will display a downward bias. We analyze the behavior of kernel estimators with finite bandwidths, showing how the downward bias arises from Jensen's inequality, as well as from the convolution structure of the estimator. A result is shown to confirm intuition that is immediate from pictures. We then consider the estimation of density score vectors. We… CONTINUE READING