Abdous, Belkacem; Berlinet, Alain - In: Journal of Multivariate Analysis 65 (1998) 2, pp. 109-128
Multivariate kernel density estimators are known to systematically deviate from the true value near critical points of the density surface. To overcome this difficulty a method based on Rao-Blackwell's theorem is proposed. Local corrections of kernel density estimators are achieved by...