Multivariate Boundary Kernels from Local Linear Estimation

Multivariate Boundary Kernels from Local Linear Estimation

Lejeune and Sarda (1992) and Jones (1993) introduced the principle of local linear estimation to nonparametric estimation of smooth densities on the positive real axes. This methodology results in the basic kernel smoother with Gasser and Müller (1979) type boundary kernels when estimating close to...

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Veröffentlicht in:Scandinavian actuarial journal 1999-01, Vol.1999 (1), p.93-95
1. Verfasser: Neilsen, Jens Perch
Format: Artikel
Sprache:eng
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Zusammenfassung:Lejeune and Sarda (1992) and Jones (1993) introduced the principle of local linear estimation to nonparametric estimation of smooth densities on the positive real axes. This methodology results in the basic kernel smoother with Gasser and Müller (1979) type boundary kernels when estimating close to a boundary. This principle is extended to nonparametric multivariate density estimation with arbitrary boundary regions.
ISSN:0346-1238
1651-2030
DOI:10.1080/03461230050131902