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: https://doi.org/10.1093/biomet/82.2.327

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.

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About

• Item ORO ID
• 28218
• Item Type
• Journal Item
• ISSN
• 1464-3510
• Keywords
• kernel smoothing; multiplicative bias correction; transformation
• Academic Unit or School
• Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
  Faculty of Science, Technology, Engineering and Mathematics (STEM)
• Copyright Holders
• © 1995 Biometrika Trust
• Depositing User
• Sarah Frain