Authors: | Funke, Benedikt Kawka, Rafael |
Title: | Nonparametric density estimation for multivariate bounded data using two nonnegative multiplicative bias correction methods |
Language (ISO): | en |
Abstract: | In this article we propose two new Multiplicative Bias Correction (MBC) techniques for nonparametric multivariate density estimation. We deal with positively supported data but our results can easily be ex- tended to the case of mixtures of bounded and unbounded supports. Both methods improve the optimal rate of convergence of the mean squared error up to O(n-8=(8+d)), where d is the dimension of the under- lying data set. Moreover, they overcome the boundary effect near the origin and their values are always non-negative. We investigate asymptotic properties like bias and variance as well as the performance of our estimators in Monte Carlo Simulations and in a real data example. |
Subject Headings: | asymmetric kernels multivariate density estimation bias correction |
URI: | http://hdl.handle.net/2003/33762 http://dx.doi.org/10.17877/DE290R-84 |
Issue Date: | 2014 |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
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DP_3914_SFB823_Funke_Kawka.pdf | DNB | 966.76 kB | Adobe PDF | View/Open |
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