ArticleOriginal scientific text
Title
A class of unbiased kernel estimates of a probability density function
Authors 1
Affiliations
- Institute of Mathematics, Polish Academy of Sciences, Abrahama 18, 81-825 Sopot, Poland
Abstract
We propose a class of unbiased and strongly consistent nonparametric kernel estimates of a probability density function, based on a random choice of the sample size and the kernel function. The expected sample size can be arbitrarily small and mild conditions on the local behavior of the density function are imposed.
Keywords
rectangular kernel, kernel function, randomized estimate, probability density function, nonparametric estimate, unbiased estimate
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