A simple bias reduction method for density estimation
Jones, M C; Linton, Oliver; and Nielsen, J P
(1995)
A simple bias reduction method for density estimation.
Biometrika, 82 (2).
pp. 327-338.
ISSN 0006-3444
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 |
|---|---|
| Keywords | Kernel smoothing,multiplicative bias correction,ransformation |
| Departments | Economics |
| DOI | 10.1093/biomet/82.2.327 |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1256 |