Density estimation is a fundamental component in statistical analysis, aiming to infer the probability distribution of a random variable from a finite sample without imposing restrictive parametric ...
Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...
Estimation of the value of a density function at a point of continuity using a kernel-type estimator is discussed and improvements of the technique are presented. The generalized jackknife method is ...
This is a preview. Log in through your library . Abstract A kernel density estimator is defined to be admissible if no other kernel estimator has (among all densities ...