Beta kernel estimators for density functions

Computational Statistics and Data Analysis

Volumn 31, Issue 2, 1999, Pages 131-145

  Chen, Song Xi ^a  

^a LA TROBE UNIVERSITY   (Australia)

Author keywords

Beta kernels; Boundary bias; Density estimation; Local linear estimators; Variable kernels

Indexed keywords

BETA KERNELS; BOUNDARY BIAS; DENSITY ESTIMATION; LOCAL LINEAR ESTIMATORS; VARIABLE KERNELS;

ASYMPTOTIC STABILITY; COMPUTER SIMULATION; ERRORS; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; REGRESSION ANALYSIS;

STATISTICAL METHODS;

EID: 0032592720     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(99)00010-9     Document Type: Article

References (19)

1. Brown, B.M., Chen, S.X., 1999. Beta-Bernstein smoothing for regression curves with compact supports. Scand. J. Statist., 26, 47-59.
2. Chen S.X. Empirical likelihood confidence intervals for nonparametric density estimation. Biometrika. 83(2):1996;329-341.
3. Chen, S.X., 1999. Beta kernel smoothers for regression curves. Statist. Sinica 9, to appear.
4. Cheng M.Y., Fan J., Marron J.S. On automatic boundary corrections. Ann. Statist. 25:1996;1691-1708.
5. Cleveland W.S. Robust locally weighted regression and smoothing scatterplots. J. Am. Statist. Assoc. 74:1979;829-836.
6. Cowling A., Hall P. On pseudodata methods for removing boundary effects in kernel density estimation. J. Roy. Statist. Soc. B. 58:1996;551-563.
7. Harrell F.E., Davis C.E. A new distribution-free quantile estimator. Biometrika. 69:1982;635-640.
8. Jones M.C. Simple boundary correction for kernel density estimation. Statist. Comp. 3:1993;135-146.
9. Jones M.C., Foster P.J. A simple nonnegative boundary correction method for kernel density estimation. Statist. Sin. 6:1996;1005-1013.
10. Lejeune M., Sarda P. Smooth estimators of distribution and density functions. Comput. Statist. Data. Anal. 14:1992;457-471.
11. Marron J.S., Ruppert D. Transformation to reduce boundary bias in kernel density estimation. J. Roy. Statist. Soc. B. 56:1994;653-671.
12. Müller H.-G. Smooth optimum kernel estimators near endpoints. Biometrika. 78:1991;521-530.
13. Press, W.H., Flannery. F., Teukolsky, S.A., Vettering, W.T., 1992. Numerical Recipes: the Art of Scientific Computing. Cambridge University Press, Cambridge.
14. Schuster E.F. Incorporating support constraints into nonparametric estimators of densities. Commun. Statist. A. 14:1985;1123-1136.
15. Scott, D.W., 1992. Multivariate Density Estimation. Wiley, New York.
16. Seifert B., Gasser Th. Finite sample variance of local polynomials: analysis and solutions. J. Am. Statist. Assoc. 91:1996;267-275.
17. Silverman, B.W., 1986. Density Estimation. Chapman & Hall, London.
18. Stine, R., Bloomfield, P., 1978. A descriptive analysis of hourly temperature variation, Department of Statistics, Princeton University, unpublished research report.
19. Wand, M., Jones, M.C., 1995. Kernel Smoothing. Chapman & Hall, London.