Jones, M. C. and Hössjer, O.
|DOI (Digital Object Identifier) Link:||http://dx.doi.org/10.1080/10485259608832686|
|Google Scholar:||Look up in Google Scholar|
The transformation kernel density estimator of Ruppert and Cline (1994) achieves bias of order h4 (as the bandwidth h→0), an improvement over the order h2 bias associated with the basic kernel density estimator. Hössjer and Ruppert (1994) use Taylor series expansions to build a bridge between the two, displaying an infinite sequence of O(h4) bias estimators in the process. In this paper, we extend the work of Hössjer and Ruppert (i) by investigating three other natural Taylor series expansions, and (ii) by applying the approach to two other O(h4) bias estimators, namely the variable bandwidth and multiplicative bias correction methods. Several further infinite sequences of O(h4) bias estimators result.
|Item Type:||Journal Article|
|Copyright Holders:||1996 Taylor & Francis|
|Keywords:||bias reduction; kernel smoothing; multiplicative bias correction; transformation kernel estimator; variable bandwidth|
|Academic Unit/Department:||Mathematics, Computing and Technology > Mathematics and Statistics
Mathematics, Computing and Technology
|Depositing User:||Sarah Frain|
|Date Deposited:||05 May 2011 09:53|
|Last Modified:||15 Jan 2016 15:21|
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