Estimating a density by adapting an initial guess

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Estimating a density by adapting an initial guess

De Bruin et al. (Comput. Statist. Data Anal. 30 (1999) 19) provide a unique method to estimate the probability density f from a sample, given an initial guess of f. An advantage of their estimate fn is that an approximate standard error can be provided. A disadvantage is that fn is less accurate, on the average, than more usual kernel estimates. The reason is that fn is not su4ciently smooth. A...

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ژورنال

عنوان ژورنال: Computational Statistics & Data Analysis

سال: 2003

ISSN: 0167-9473

DOI: 10.1016/s0167-9473(02)00124-x