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Bias annihilating bandwidths for kernel density estimation at a point

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  • Hazelton, Martin L.

Abstract

This note concerns kernel density estimation at a point. It is shown that under a wide variety of circumstances there exist non-zero bandwidths which annihilate the bias in such estimation. Properties of data-driven bandwidth selectors, estimating bias annihilating bandwidths, are discussed.

Suggested Citation

  • Hazelton, Martin L., 1998. "Bias annihilating bandwidths for kernel density estimation at a point," Statistics & Probability Letters, Elsevier, vol. 38(4), pages 305-309, July.
    • Handle: RePEc:eee:stapro:v:38:y:1998:i:4:p:305-309
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    Cited by:

    1. Christopher Withers & Saralees Nadarajah, 2013. "Density estimates of low bias," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(3), pages 357-379, April.

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