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Multivariate k-nearest neighbor density estimates

Author

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  • Mack, Y. P.
  • Rosenblatt, M.

Abstract

Under appropriate assumptions, expressions describing the asymptotic behavior of the bias and variance of k-nearest neighbor density estimates with weight function w are obtained. The behavior of these estimates is compared with that of kernel estimates. Particular attention is paid to the properties of the estimates in the tail.

Suggested Citation

  • Mack, Y. P. & Rosenblatt, M., 1979. "Multivariate k-nearest neighbor density estimates," Journal of Multivariate Analysis, Elsevier, vol. 9(1), pages 1-15, March.
    • Handle: RePEc:eee:jmvana:v:9:y:1979:i:1:p:1-15
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