Another bias correction for asymmetric kernel density estimation with a parametric start

This paper studies yet another semiparametric bias-corrected density estimation using asymmetric kernels. The estimator can be obtained by making a multiplicative bias correction for the initial parametric model twice, and it is shown to establish rate improvement when best implemented.

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Bibliographic Details
Published inStatistics & probability letters Vol. 145; pp. 158 - 165
Main Authors Hirukawa, Masayuki, Sakudo, Mari
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.02.2019
Subjects
Asymmetric kernel
Bias reduction
Boundary effect
Semiparametric density estimation
Smoothing
Semiparametric density estimation
62G7
Boundary effect
Smoothing
62G20
Bias reduction
Asymmetric kernel
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Summary:This paper studies yet another semiparametric bias-corrected density estimation using asymmetric kernels. The estimator can be obtained by making a multiplicative bias correction for the initial parametric model twice, and it is shown to establish rate improvement when best implemented.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2018.09.002