Yıl 2018, Cilt 47, Sayı 4, Sayfalar 1003 - 1021 2018-08-01

The bias reduction in density estimation using a geometric extrapolated kernel estimator

Reza Salehi [1] , Ali Shadrokh [2]

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One of the nonparametric methods to estimate the probability density is kernel method. In this paper, kernel density estimation methods including the naive kernel(NK) estimator and geometric extrapolation based kernel(GEBK) method are introduced and discussed. Theoretical properties, including the selection of smoothing parameter, the accuracy of resultant estimators using Monte Carlo simulation are studied. The results show that the amount of bias in the proposed geometric extrapolation based kernel estimator significantly decreases.
Kernel density estimation, Bias reduction, Smoothing parameter, Geometric extrapolation
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Birincil Dil en
Konular Matematik
Dergi Bölümü İstatistik
Yazarlar

Yazar: Reza Salehi (Sorumlu Yazar)

Yazar: Ali Shadrokh

Bibtex @araştırma makalesi { hujms453618, journal = {Hacettepe Journal of Mathematics and Statistics}, issn = {1303-5010}, address = {Hacettepe Üniversitesi}, year = {2018}, volume = {47}, pages = {1003 - 1021}, doi = {}, title = {The bias reduction in density estimation using a geometric extrapolated kernel estimator}, key = {cite}, author = {Salehi, Reza and Shadrokh, Ali} }
APA Salehi, R , Shadrokh, A . (2018). The bias reduction in density estimation using a geometric extrapolated kernel estimator. Hacettepe Journal of Mathematics and Statistics, 47 (4), 1003-1021. Retrieved from http://dergipark.gov.tr/hujms/issue/38872/453618
MLA Salehi, R , Shadrokh, A . "The bias reduction in density estimation using a geometric extrapolated kernel estimator". Hacettepe Journal of Mathematics and Statistics 47 (2018): 1003-1021 <http://dergipark.gov.tr/hujms/issue/38872/453618>
Chicago Salehi, R , Shadrokh, A . "The bias reduction in density estimation using a geometric extrapolated kernel estimator". Hacettepe Journal of Mathematics and Statistics 47 (2018): 1003-1021
RIS TY - JOUR T1 - The bias reduction in density estimation using a geometric extrapolated kernel estimator AU - Reza Salehi , Ali Shadrokh Y1 - 2018 PY - 2018 N1 - DO - T2 - Hacettepe Journal of Mathematics and Statistics JF - Journal JO - JOR SP - 1003 EP - 1021 VL - 47 IS - 4 SN - 1303-5010- M3 - UR - Y2 - 2016 ER -
EndNote %0 Hacettepe Journal of Mathematics and Statistics The bias reduction in density estimation using a geometric extrapolated kernel estimator %A Reza Salehi , Ali Shadrokh %T The bias reduction in density estimation using a geometric extrapolated kernel estimator %D 2018 %J Hacettepe Journal of Mathematics and Statistics %P 1303-5010- %V 47 %N 4 %R %U
ISNAD Salehi, Reza , Shadrokh, Ali . "The bias reduction in density estimation using a geometric extrapolated kernel estimator". Hacettepe Journal of Mathematics and Statistics 47 / 4 (Ağustos 2018): 1003-1021.