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on bias reduction for probability density function estimation based on a kernel estimator
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نویسنده
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makhdoom iman ,salehi reza
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منبع
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journal of statistical modelling: theory and applications - 2025 - دوره : 6 - شماره : 2 - صفحه:1 -24
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چکیده
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The probability density function is a fundamental concept in statistics. this study focuses on estimating the probability density function using nonparametric kernel methods. initially, the usual kernel method is introduced. subsequently, we present the two new estimates of the probability density function, termed the biased reduced kernel estimate, the repeat of the biased reduced kernel estimate, and the proposed biased reduced kernel estimate obtained by subtracting the bias value from the kernel estimator. the paper explores theoretical properties, including the selection of the smoothness parameter, bias, variance, and mean squared error of the proposed estimator. the accuracy of the biased reduced kernel estimate is scrutinized through monte carlo simulations. moreover, the mentioned methods were employed using the five real datasets. the findings reveal that the proposed biased reduced kernel method exhibits a further reduction in bias compared to the usual kernel, biased reduced kernel, and repeated biased reduced kernel methods.
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کلیدواژه
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biased reduced kernel estimation ,nonparametric density estimation ,repeat of the biased reduced kernel estimate ,smoothness parameter
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آدرس
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payame noor university, department of statistics, iran, islamic azad university, sanandaj branch, department of mathematics and statistics, iran
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پست الکترونیکی
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reza.salehi2022@iau.ac.ir
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Authors
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