Zero-Bias Locally Adaptive Density

  title={Zero-Bias Locally Adaptive Density},
  author={EstimatorsStephan R. Sain and David W. Scott},
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

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