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Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view

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  • Mynbaev, Kairat
  • Martins-Filho, Carlos

Abstract

We define a new bandwidth-dependent kernel density estimator that improves existing convergence rates for the bias, and preserves that of the variation, when the error is measured in L1. No additional assumptions are imposed to the extant literature.

Suggested Citation

  • Mynbaev, Kairat & Martins-Filho, Carlos, 2016. "Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view," MPRA Paper 75902, University Library of Munich, Germany, revised 2016.
  • Handle: RePEc:pra:mprapa:75902
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    References listed on IDEAS

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    1. Mynbaev, Kairat T. & Nadarajah, Saralees & Withers, Christopher S. & Aipenova, Aziza S., 2014. "Improving bias in kernel density estimation," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 106-112.
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      More about this item

      Keywords

      Kernel density estimation; higher order kernels; bias reduction;
      All these keywords.

      JEL classification:

      • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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