Some improvements on a boundary corrected kernel density estimator
In a very interesting article, Zhang et al. [1999. An improved estimator of the density function at the boundary. J. Amer. Statist. Assoc. 448, 1231-1241] proposed a new method of boundary correction for kernel density estimation. Their technique is a kind of generalized reflection method involving reflecting a transformation of the data. In this paper, we present a modification to their estimator. We observe that this modification significantly improves the asymptotic bias and variance of their estimator.
Year of publication: |
2008
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Authors: | Karunamuni, R.J. ; Zhang, S. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 5, p. 499-507
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Publisher: |
Elsevier |
Keywords: | Density estimation Mean squared error Kernel density estimation Reflection Transformation boundary effects |
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