کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5129872 1489857 2017 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
In search of an optimal kernel for a bias correction method for density estimators
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
In search of an optimal kernel for a bias correction method for density estimators
چکیده انگلیسی
We consider a bias correction method for kernel density estimators based on a generalized jack-knifing with different bandwidths. We compare it with a standard kernel density estimation method with fourth order kernels, since both methods have the same rate of convergence. The bias corrected method has a tuning parameter. We investigate how to optimize the constant in the asymptotical mean integrated squared error of the bias corrected estimator with respect to the tuning parameter. We also explore whether an optimal kernel exists. This paper answers on the questions posed in section 3.2 of Jones and Foster (1993) where only numerical investigation was given.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 122, March 2017, Pages 42-50
نویسندگان
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