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- W2158844711 abstract "This paper introduces a computationally tractable density estimator that has the same asymptotic variance as the classical Nadaraya-Watson density estimator but whose asymptotic bias is zero. We achieve this result using a two stage estimator that applies a multiplicative bias correction to an oversmooth pilot estimator. Simulations show that our asymptotic results are available for samples as low as n = 50, where we see an improvement of as much as 20% over the traditionnal estimator." @default.
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- W2158844711 date "2009-01-01" @default.
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- W2158844711 title "Asymptotic unbiased density estimators" @default.
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- W2158844711 doi "https://doi.org/10.1051/ps:2007055" @default.
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