The Open UniversitySkip to content
 

Variable location and scale density estimation

Jones, M. C.; McKay, I. J. and Hu, T. C. (1994). Variable location and scale density estimation. Annals of the Institute of Statistical Mathematics, 46(3) pp. 521–535.

URL: http://www.springerlink.com/content/q6501883l456m6...
Google Scholar: Look up in Google Scholar

Abstract

Variable (bandwidth) kernel density estimation (Abramson (1982,Ann. Statist.,10, 1217–1223)) and a kernel estimator with varying locations (Samiuddin and El-Sayyad (1990,Biometrika,77, 865–874)) are complementary ideas which essentially both afford bias of orderh4 as the overall smoothing parameterh -> 0, sufficient differentiability of the density permitting. These ideas are put in a more general framework in this paper. This enables us to describe a variety of ways in which scale and location variation may be extended and/or combined to good theoretical effect. This particularly includes extending the basic ideas to provide new kernel estimators with bias of orderh6. Technical difficulties associated with potentially overly large variations are fully accounted for in our theory.

Item Type: Journal Article
Copyright Holders: 1994 Springer
ISSN: 1572-9052
Academic Unit/Department: Mathematics, Computing and Technology > Mathematics and Statistics
Item ID: 28242
Depositing User: Sarah Frain
Date Deposited: 19 Apr 2011 08:50
Last Modified: 19 Apr 2011 08:50
URI: http://oro.open.ac.uk/id/eprint/28242
Share this page:

Actions (login may be required)

View Item
Report issue / request change

Policies | Disclaimer

© The Open University   + 44 (0)870 333 4340   general-enquiries@open.ac.uk