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ON THE REDUCTION OF BIAS IN DENSITY ESTIMATES1
Authors:Peter Hall
Abstract:
We propose a method for simultaneously estimating a density function and its derivatives based on a recursive reduction of bias in the usual one-step estimator—in effect, a jackknife. The procedure is computationally simple and requires only the inversion of a triangular matrix with easily-calculated elements.
Keywords:Density  derivative  jackknife  kernel estimator  naive estimator  nonparametric estimation  recursive error estimation
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