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A simple bias reduction method for density estimation

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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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
Library of Congress subject classification: H Social Sciences > HB Economic Theory
Journal of Economic Literature Classification System: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods
Sets: Departments > Economics
Collections > Economists Online
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 27 Apr 2007
URL: http://eprints.lse.ac.uk/1256/

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