A simple bias reduction method for density estimation
Jones, M. C., Linton, O. & Nielsen, J. P.
(1995).
A simple bias reduction method for density estimation.
Biometrika,
82(2), 327-338.
https://doi.org/10.1093/biomet/82.2.327
A new method for bias reduction in nonparametric density estimation is proposed. The method is a simple, two-stage multiplicative bias correction. Its theoretical properties are investigated, and simulations indicate its practical potential. The method is easy to compute and to analyse, and extends simply to multivariate and other estimation problems.
| Item Type | Article |
|---|---|
| Copyright holders | © 1995 Biometrika Trust |
| Departments | LSE > Academic Departments > Economics |
| DOI | 10.1093/biomet/82.2.327 |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1256 |
Explore Further
- https://www.scopus.com/pages/publications/0000431859 (Scopus publication)
- http://biomet.oxfordjournals.org/ (Official URL)