Zhang, S.; Karunamuni, R. J. and Jones, M. C.
(1999).
An improved estimator of the density at the boundary.
Journal of the American Statistical Association, 94(448),
pp. 1231–1241.
Abstract
We propose a new method of boundary correction for kernel density estimation. The technique is a kind of generalized reflection method involving reflecting a transformation of the data. The transformation depends on a pilot estimate of the logarithmic derivative of the density at the boundary. In simulations, the new method is seen to clearly outperform an earlier generalized reflection idea. It also has overall advantages over boundary kernel methods and a nonnegative adaptation thereof, although the latter are competitive in some situations. We also present the theory underlying the new methodology.
| Item Type: |
Journal Article
|
| Copyright Holders: |
1999 American Statistical Association |
| ISSN: |
1537-274X |
| Funders: |
Natural Sciences and Engineering Research Council of Canada |
| Keywords: |
density estimation; mean squared error; pseudodata; reflection; transformation |
| Academic Unit/Department: |
Other Departments > Other Departments |
| Item ID: |
23934 |
| Depositing User: |
Sarah Frain
|
| Date Deposited: |
28 Apr 2011 11:01 |
| Last Modified: |
28 Apr 2011 11:01 |
| URI: |
http://oro.open.ac.uk/id/eprint/23934 |
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