Jones, M C, Linton, Oliver and Nielsen, J P (1995) A simple bias reduction method for density estimation. Biometrika, 82 (2). pp. 327-338. ISSN 0006-3444
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Identification Number: 10.1093/biomet/82.2.327
Abstract
A new method for bias reduction in nonparametric density estimation is proposed. The method is a simple, two-stage multiplicative bias correction. Its theoretical properties are investigated, and simulations indicate its practical potential. The method is easy to compute and to analyse, and extends simply to multivariate and other estimation problems.
| Item Type: | Article |
|---|---|
| Official URL: | http://biomet.oxfordjournals.org/ |
| Additional Information: | © 1995 Biometrika Trust |
| Divisions: | Economics |
| Subjects: | H Social Sciences > HB Economic Theory |
| JEL classification: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods |
| Date Deposited: | 27 Apr 2007 |
| Last Modified: | 13 Sep 2024 21:03 |
| URI: | http://eprints.lse.ac.uk/id/eprint/1256 |
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