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ON THE REDUCTION OF BIAS IN DENSITY ESTIMATES 1
Author(s) -
Hall Peter
Publication year - 1983
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1983.tb00381.x
Subject(s) - jackknife resampling , estimator , reduction (mathematics) , inversion (geology) , mathematics , simple (philosophy) , algorithm , matrix (chemical analysis) , statistics , computer science , materials science , geometry , paleontology , philosophy , epistemology , structural basin , composite material , biology
Summary We propose a method for simultaneously estimating a density function and its derivatives based on a recursive reduction of bias in the usual one‐step estimator—in effect, a jackknife. The procedure is computationally simple and requires only the inversion of a triangular matrix with easily‐calculated elements.