Multivariate k-nearest neighbor density estimates

Under appropriate assumptions, expressions describing the asymptotic behavior of the bias and variance of k-nearest neighbor density estimates with weight function w are obtained. The behavior of these estimates is compared with that of kernel estimates. Particular attention is paid to the properties of the estimates in the tail.

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Year of publication:	1979
Authors:	Mack, Y. P. ; Rosenblatt, M.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 1, p. 1-15
Publisher:	Elsevier
Keywords:	Density estimates k-nearest neighbor kernel estimate order statistics variance bias tail behavior

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005093820