Article ID Journal Published Year Pages File Type
1153412 Statistics & Probability Letters 2008 9 Pages PDF
Abstract

In a very interesting article, Zhang et al. [1999. An improved estimator of the density function at the boundary. J. Amer. Statist. Assoc. 448, 1231–1241] proposed a new method of boundary correction for kernel density estimation. Their technique is a kind of generalized reflection method involving reflecting a transformation of the data. In this paper, we present a modification to their estimator. We observe that this modification significantly improves the asymptotic bias and variance of their estimator.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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