Article ID Journal Published Year Pages File Type
1144641 Journal of the Korean Statistical Society 2013 11 Pages PDF
Abstract

In this article, we propose a version of a kernel density estimator which reduces the mean squared error of the existing kernel density estimator by combining bias reduction and variance reduction techniques. Its theoretical properties are investigated, and a Monte Carlo simulation study supporting theoretical results on the proposed estimator is given.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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