Reducing the mean squared error in kernel density estimation |
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Authors: | Jinmi Kim Choongrak Kim |
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Affiliation: | Department of Statistics, Pusan National University, Pusan, 609-735, Republic of Korea |
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Abstract: | In this article, we propose a version of a kernel density estimator which reduces the mean squared error of the existing kernel density estimator by combining bias reduction and variance reduction techniques. Its theoretical properties are investigated, and a Monte Carlo simulation study supporting theoretical results on the proposed estimator is given. |
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