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A simple bias reduction method for density estimation

Jones, M. C.; Linton, O and Nielsen, J. P. (1995). A simple bias reduction method for density estimation. Biometrika, 82(2) pp. 327–338.

DOI (Digital Object Identifier) Link: http://doi.org/10.1093/biomet/82.2.327
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Abstract

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: Journal Article
Copyright Holders: 1995 Biometrika Trust
ISSN: 1464-3510
Keywords: kernel smoothing; multiplicative bias correction; transformation
Academic Unit/Department: Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM)
Item ID: 28218
Depositing User: Sarah Frain
Date Deposited: 29 Mar 2011 11:00
Last Modified: 02 Aug 2016 14:00
URI: http://oro.open.ac.uk/id/eprint/28218
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