It is shown that data sharpening can be used to produce density estimators that enjoy arbitrarily high orders of bias reduction. Practical advantages of this approach, relative to competing methods, are demonstrated. They include the sheer simplicity of the estimators, which makes code for computing them particularly easy to write, very good mean-squared error performance, reduced 'wiggliness' of estimates and greater robustness against undersmoothing
Two methods are suggested for removing the problem of negativity of high-order kernel density estima...
This paper reviews current density forecast evaluation procedures, and considers a proposal that suc...
The ratio of two probability density functions is becoming a quantity of interest these days in the ...
We introduce a data-perturbation method for reducing bias of a wide variety of density estimators, i...
A new method for bias reduction in nonparametric density estimation is proposed. The method is a sim...
In this paper, we show that Y can be introduced into data sharpening to produce non-parametric regre...
We discuss a robust data sharpening method for rendering a standard kernel estimator, with a given b...
A new method for bias reduction in nonparametric density estimation is proposed. The method is a sim...
We propose a nonparametric multiplicative bias corrected transformation estimator designed for heavy...
We consider the problem of nonparametric density estimation where estimates are constrained to be un...
Density estimation is the ubiquitous base modelling mechanism employed for many tasks such as cluste...
A technique is suggested for reducing the order of bias of kernel estimators by weighting the contri...
AbstractTwo methods are suggested for removing the problem of negativity of high-order kernel densit...
Several old and new density estimators may have good theoretical performance, but are hampered by no...
We consider many kernel-based density estimators, all theoretically improving bias from O(h2), as th...
Two methods are suggested for removing the problem of negativity of high-order kernel density estima...
This paper reviews current density forecast evaluation procedures, and considers a proposal that suc...
The ratio of two probability density functions is becoming a quantity of interest these days in the ...
We introduce a data-perturbation method for reducing bias of a wide variety of density estimators, i...
A new method for bias reduction in nonparametric density estimation is proposed. The method is a sim...
In this paper, we show that Y can be introduced into data sharpening to produce non-parametric regre...
We discuss a robust data sharpening method for rendering a standard kernel estimator, with a given b...
A new method for bias reduction in nonparametric density estimation is proposed. The method is a sim...
We propose a nonparametric multiplicative bias corrected transformation estimator designed for heavy...
We consider the problem of nonparametric density estimation where estimates are constrained to be un...
Density estimation is the ubiquitous base modelling mechanism employed for many tasks such as cluste...
A technique is suggested for reducing the order of bias of kernel estimators by weighting the contri...
AbstractTwo methods are suggested for removing the problem of negativity of high-order kernel densit...
Several old and new density estimators may have good theoretical performance, but are hampered by no...
We consider many kernel-based density estimators, all theoretically improving bias from O(h2), as th...
Two methods are suggested for removing the problem of negativity of high-order kernel density estima...
This paper reviews current density forecast evaluation procedures, and considers a proposal that suc...
The ratio of two probability density functions is becoming a quantity of interest these days in the ...