IDEAS home Printed from
   My bibliography  Save this article

On near neighbour estimates of a multivariate density


  • Hall, Peter


A recent paper by Mack and Rosenblatt (J. Multivar. Anal. 9 (1979), 1-15) has shown that near neighbour estimators of a density may perform more poorly than other kernel-type estimators, particularly for x values in the tail of a distribution. In order to overcome the difficulties discovered by Mack and Rosenblatt, a generalized type of near neighbour estimator is proposed. Here the window size, or bandwidth, is chosen as a function of near neighbour distances, rather than actually equal to one of the distances. Two forms for this function are suggested and it is proved that for large samples the resulting estimator does not suffer the drawbacks of the usual near neighbour estimator.

Suggested Citation

  • Hall, Peter, 1983. "On near neighbour estimates of a multivariate density," Journal of Multivariate Analysis, Elsevier, vol. 13(1), pages 24-39, March.
  • Handle: RePEc:eee:jmvana:v:13:y:1983:i:1:p:24-39

    Download full text from publisher

    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Dai, J. & Sperlich, S., 2010. "Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2487-2497, November.
    2. Jones, M. C., 1995. "On two recent papers of Y. Kanazawa," Statistics & Probability Letters, Elsevier, vol. 24(3), pages 269-271, August.
    3. repec:eee:jmvana:v:168:y:2018:i:c:p:30-47 is not listed on IDEAS


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:13:y:1983:i:1:p:24-39. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.