Zero-Bias Locally Adaptive Density

@inproceedings{Sain1995ZeroBiasLA,
  title={Zero-Bias Locally Adaptive Density},
  author={EstimatorsStephan R. Sain and David W. Scott},
  year={1995}
}
SUMMARY: Strategies for improving xed kernel estimators have focused on reducing the bias, either by locally adjusting the bandwidth or by utilizing properties of higher-order kernels. We show that in regions where the density function is convex, it is theoretically possible to nd local bandwidths such that the pointwise bias is exactly zero. The corresponding pointwise mean squared error converges at the usual parametric rate of O(n ?1). We investigate fully data-based algorithms that take… CONTINUE READING

From This Paper

Topics from this paper.

References

Publications referenced by this paper.
Showing 1-10 of 20 references

A Local Cross-Validation Algorithm," Statistics

  • P. Hall, W. R. Schucany
  • 1989
Highly Influential
13 Excerpts

Exact Mean Integrated Squared Error,

  • J. S. Marron, M. P. Wand
  • Annals ofStatistics
  • 1992
Highly Influential
4 Excerpts

Variable Kernel Density Estimates and Variable Kernel Density

  • M. C. Jones
  • 1990
Highly Influential
4 Excerpts

1982a), \On Bandwidth Variation in Kernel Estimates -A Square Root

  • I. Abramson
  • 1982
Highly Influential
6 Excerpts

Statistical Estimation of Density Functions,

  • M. S. Bartlett
  • Sankhya Series A,
  • 1963
Highly Influential
4 Excerpts

Bandwidth Selection for Local Density Estimation," Scandinavian

  • M. Hazelton
  • 1995
Highly Influential
3 Excerpts

Density Estimation for Statistics and Data

  • B. W. Silverman
  • 1986
Highly Influential
5 Excerpts

Variable Kernel Density Estimation," The Annals

  • G. R. Terrell, D. W. Scott
  • 1992
2 Excerpts

Similar Papers

Loading similar papers…