Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Estimation of Density via Local Polynomial Tegression

  • Park, B. U. (Department of Statistics, Seoul National University, Seoul 151-742) ;
  • Kim, W. C. (Department of Statistics, Seoul National University, Seoul 151-742) ;
  • J. Huh (Department of Statistics, Seoul National University, Seoul 151-742) ;
  • J. W. Jeon (Department of Statistics, Seoul National University, Seoul 151-742)
  • Published : 1998.03.01
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Abstract

A method of estimating probability density using regression tools is presented here. It is based on equal-length binning and locally weighted approximate likelihood for bin counts. The method is particularly useful for densities with bounded supports, where it automatically corrects edge effects without using boundary kernels.

Keywords

References

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