Skip Navigation

Biometrika 1995 82(2):327-338; doi:10.1093/biomet/82.2.327
© 1995 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by JONES, M. C.
Right arrow Articles by NIELSEN, J. P.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

A simple bias reduction method for density estimation

M. C. JONES, O. LINTON and J. P. NIELSEN

Department of Statistics, The Open University Milton Keynes MK7 6AA, U.K.
Department of Economics, Yale University New Haven, Connecticut 06520, U.S.A.
PFA Pension, Marina Park, Sundkrogsgade 4, Copenhagen, 2100 KBH O, Denmark

A new method for bias reduction in nonparametric density estimation is proposed. The method is a simple, two-stage multiplicative bias correction. Its theoretical properties are investigated, and simulations indicate its practical potential. The method is easy to compute and to analyse, and extends simply to multivariate and other estimation problems.

Key Words: Kernel smoothing • Multiplicative bias correction • Transformation


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?


This article has been cited by other articles:


Home page
 BiometrikaHome page
E. Mammen and J. P. Nielsen
A General Approach to the Predictability Issue in Survival Analysis with Applications
Biometrika, December 1, 2007; 94(4): 873 - 892.
[Abstract] [PDF]


Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.