PL EN


2015 | 16 | 1 | 7-16
Article title

BIAS REDUCTION IN KERNEL ESTIMATOR OF DENSITY FUNCTION IN BOUNDARY REGION

Content
Title variants
Languages of publication
EN
Abstracts
EN
The properties of the classical kernel estimator of density function deteriorate when the support of density function is bounded. The use of classical form of kernel estimator causes the increase of the bias estimator, particularly in the so-called boundary region, close to end of support. It can also lead to undesirable situation where density function estimator has a different support than the density function. The paper presents selected bias reduction procedures, such as reflection method and its modification. An example is presented with an attempt to compare considered procedures.
Year
Volume
16
Issue
1
Pages
7-16
Physical description
Dates
published
2015
Contributors
  • Department of Statistical Methods, University of Lodz
References
  • Albers G. M. (2012) Boundary Estimation of Densities with Bounded Support, Swiss Federal Institute of Technology, Zurich, https://stat.ethz.ch/research/mas_theses/2012/Martina_Albers [18.06.2015]
  • Domański C., Pekasiewicz D., Baszczyńska A., Witaszczyk A. (2014) Testy statystyczne w procesie podejmowania decyzji, Wydawnictwo Uniwersytetu Łódzkiego, Łódź.
  • Jones M. C. (1993) Simple Boundary Correction for Kernel Density Estimation, Statistics and Computing, 3, pp. 135-146.
  • Jones M. C., Foster P. J. (1996) A Simple Nonnegative Boundary Correction Method for Kernel Density Estimation, Statistica Sinica, 6, pp. 1005-1013.
  • Karunamuni R. J., Alberts T. (2005) On Boundary Correction in Kernel Density Estimation, Statistical Methodology, 2, pp. 191-212.
  • Kulczycki P. (2005) Estymatory jądrowe w analizie systemowej, Wydawnictwa Naukowo-Techniczne, Warszawa.
  • Horová I., Koláček J., Zelinka J. (2012) Kernel Smoothing in MATLAB. Theory and Practice of Kernel Smoothing, World Scientific, New Jersey.
  • Silverman B.W. (1996) Density Estimation for Statistics and Data Analysis, Chapman & Hall, London.
  • Wand M. P., Jones M.C. (1995) Kernel Smoothing, Chapman & Hall, London.
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.desklight-56d4110f-97be-4184-8439-7879d99e2f07
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