Some improvements on a boundary corrected kernel density estimator

R. J. Karunamuni, S. Zhang

Research output: Contribution to journalArticle

28 Scopus citations

Abstract

In a very interesting article, Zhang et al. [1999. An improved estimator of the density function at the boundary. J. Amer. Statist. Assoc. 448, 1231-1241] proposed a new method of boundary correction for kernel density estimation. Their technique is a kind of generalized reflection method involving reflecting a transformation of the data. In this paper, we present a modification to their estimator. We observe that this modification significantly improves the asymptotic bias and variance of their estimator.

Original languageEnglish (US)
Pages (from-to)499-507
Number of pages9
JournalStatistics and Probability Letters
Volume78
Issue number5
DOIs
StatePublished - Apr 1 2008

Keywords

  • Density estimation
  • Kernel density estimation
  • Mean squared error
  • Reflection
  • Transformation boundary effects

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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