An Improved Estimator of the Density Function at the Boundary
提出一种新的边界校正方法,通过反射数据变换来改进核密度估计,在模拟中优于早期方法,并具有理论支持。
Abstract We propose a new method of boundary correction for kernel density estimation. The technique is a kind of generalized reflection method involving reflecting a transformation of the data. The transformation depends on a pilot estimate of the logarithmic derivative of the density at the boundary. In simulations, the new method is seen to clearly outperform an earlier generalized reflection idea. It also has overall advantages over boundary kernel methods and a nonnegative adaptation thereof, although the latter are competitive in some situations. We also present the theory underlying the new methodology.