Correcting the Negativity of High-Order Kernel Density Estimators

Two methods are suggested for removing the problem of negativity of high-order kernel density estimators. It is shown that, provided the underlying density has at least moderately light tails, each method has the same asymptotic integrated squared error (ISE) as the original kernel estimator. For ex...

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Veröffentlicht in:	Journal of multivariate analysis 1993-10, Vol.47 (1), p.103-122
Hauptverfasser:	Hall, P., Murison, R.D.
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology Mathematics Nonparametric inference Probability and statistics Sciences and techniques of general use Statistics
Online-Zugang:	Volltext
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