Some Improvement on Convergence Rates of Kernel Density Estimator

• 作者: Jingjing Wu Xiaoran Xie
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: KERNEL Density Estimation GEOMETRIC EXTRAPOLATION BIAS Reduction Mean Squared Error CONVERGENCE Rate
• 年，卷（期）: 2014,（11）
• 页码范围: 1684-1696
• 页数: 13页
• 分类号: O1

摘要

In this paper two kernel density estimators are introduced and investigated. In order to reduce bias, we intuitively subtract an estimated bias term from ordinary kernel density estimator. The second proposed density estimator is a geometric extrapolation of the first bias reduced estimator. Theoretical properties such as bias, variance and mean squared error are investigated for both estimators. To observe their finite sample performance, a Monte Carlo simulation study based on small to moderately large samples is presented.