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Biometrika 2004 91(1):226-233; doi:10.1093/biomet/91.1.226
© 2004 by Biometrika Trust
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Boosting kernel density estimates: A bias reduction technique?

Marco Di Marzio1 and Charles C.Taylor2

1 Dipartimento di Metodi Quantitativi e Teoria Economica, Università di Chieti-Pescara, Viale Pindaro 42, 65127 Pescara, Italy dimarzio{at}dmqte.unich.it 2 Department of Statistics, University of Leeds, Leeds LS2 9JT, U.Kc.c.taylor{at}leeds.ac.uk

This paper proposes an algorithm for boosting kernel density estimates.We show that boosting is closely linked to a previously proposed method of bias reduction and indicate how it should enjoy similar properties. Numerical examples and simulations are used to illustrate the findings, and we also suggest further areas of research.

Key Words: Bias reduction; Crossvalidation; Kernel regression; Simulation; Smoothing

Received July 2003. Revised August 2003


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