An Improved Estimator of the Density Function at the Boundary
An Improved Estimator of the Density Function at the Boundary
复制标题
改进的边界密度函数估计器
DOI：
10.1080/01621459.1999.10473876
复制
发表时间：
1999
影响因子：
3.7
通讯作者：
M. C. Jones
中科院分区：
文献类型：
--
作者：
Shunpu Zhang;R. Karunamuni;M. C. Jones
摘要提出了一种新的核密度估计的边界修正方法。该技术是一种广义反射方法，涉及到反射数据的变换。该变换依赖于对边界处密度的对数导数的试点估计。在模拟中，新的方法被认为明显优于早期的广义反射思想。与边界核方法及其非负适应相比，它也具有整体优势，尽管后者在某些情况下是有竞争力的。我们还介绍了新方法论背后的理论。
Abstract We propose a new method of boundary correction for kernel density estimation. The technique is a kind of generalized reflection method involving reflecting a transformation of the data. The transformation depends on a pilot estimate of the logarithmic derivative of the density at the boundary. In simulations, the new method is seen to clearly outperform an earlier generalized reflection idea. It also has overall advantages over boundary kernel methods and a nonnegative adaptation thereof, although the latter are competitive in some situations. We also present the theory underlying the new methodology.