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Higher order bias reduction of kernel density and density derivative estimation at boundary points

In: Nonparametric Econometric Methods

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  • Peter Bearse
  • Paul Rilstone

Abstract

A new, direct method is developed for reducing, to an arbitrary order, the boundary bias of kernel density and density derivative estimators. The basic asymptotic properties of the estimators are derived. Simple examples are provided. A number of simulations are reported, which demonstrate the viability and efficacy of the approach compared to several popular alternatives.

Suggested Citation

  • Peter Bearse & Paul Rilstone, 2009. "Higher order bias reduction of kernel density and density derivative estimation at boundary points," Advances in Econometrics, in: Nonparametric Econometric Methods, pages 319-331, Emerald Group Publishing Limited.
    • Handle: RePEc:eme:aecozz:s0731-9053(2009)0000025013
    DOI: 10.1108/S0731-9053(2009)0000025013
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