Mynbaev, Kairat; Martins-Filho, Carlos - Volkswirtschaftliche Fakultät, … - 2009
In this paper we propose a new nonparametric kernel based estimator for a density function $f$ which achieves bias reduction relative to the classical Rosenblatt-Parzen estimator. Contrary to some existing estimators that provide for bias reduction, our estimator has a full asymptotic...