Boosting kernel density estimates: A bias reduction technique?

This paper proposes an algorithm for boosting kernel density estimates. We show that boosting is closely linked to a previously proposed method of bias reduction and indicate how it should enjoy similar properties. Numerical examples and simulations are used to illustrate the findings, and we also suggest further areas of research. Copyright Biometrika Trust 2004, Oxford University Press.

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Year of publication:	2004
Authors:	Marzio, Marco Di
Published in:	Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 91.2004, 1, p. 226-233
Publisher:	Biometrika Trust

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005743453