Skip to main content
Article thumbnail
Location of Repository

Multivariate Density Estimation using Dimension Reducing Information and Tail Flattening Transformations ∗ Tine Buch-Kromann † Montserrat Guillen ‡ Oliver Linton §

By Jens Perch Nielsen


We propose a new multiplicative bias correction method for multivariate density estimation that improves over kernel methods with regard to bias reduction and variance reduction under some circumstances. The transformation kernel density estimation method is extended to the multivariate case and is combined with our proposal. The distribution theory for the bias reduction method, the transformation method, and the combined method is derived. The methods are applied to a fire insurance data set

Topics: , Bias Reduction, Kernel, Multiplicative correction
Year: 2006
OAI identifier: oai:CiteSeerX.psu:
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • (external link)
  • (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.