On the Bias of Variable Bandwidth Curve Estimators
本文给出了一个简单易用的公式,能显式地计算变带宽估计量的偏差,且适用于任意高阶和一般性问题,解决了该领域因复杂代数运算带来的困难。
A major difficulty in understanding the properties of variable bandwidth methods (Breiman, Meisel & Purcell, 1977; Abramson, 1982) is that extremely lengthy and complex algebra is needed to assess the influence of bias. Indeed, the complexity is so great that it has forced investigators to use computer algebraic manipulation to determine formulae for bias. In this note we completely eliminate these algebraic obstacles by presenting a simple easy-to-use formula which gives explicitly the bias of a variable bandwidth estimator, to arbitrarily high order, in very general problems.