Another bias correction for asymmetric kernel density estimation with a parametric start

Publication date: Available online 24 September 2018Source: Statistics & Probability LettersAuthor(s): Masayuki Hirukawa, Mari SakudoAbstractThis paper studies yet another semiparametric bias-corrected density estimation using asymmetric kernels. The estimator can be obtained by making a multiplicative bias correction for the initial parametric model twice, and it is shown to establish rate improvement when best implemented.

Source: Statistics and Probability Letters - October 4, 2018 Category: Statistics Source Type: research