2015
DOI: 10.1111/rssb.12120
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Making a Non-Parametric Density Estimator More Attractive, and More Accurate, by Data Perturbation

Abstract: Motivated by both the shortcomings of high order density estimators, and the increasingly large data sets in many areas of modern science, we introduce new high order, non-parametric density estimators that are guaranteed to be positive and do not have highly oscillatory tails. Our approach is based on data perturbation, e.g. by tilting or data sharpening. It leads to new estimators that are more accurate than conventional kernel techniques that use positive kernels, but which nevertheless enjoy the positivity… Show more

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Cited by 9 publications
(5 citation statements)
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“…Using a tilting approach to estimate in a GAM setting leads to improvement of the performance of the nonparametric regression estimator. Hall and Presnell [ 32 ], Hall and Huang [ 33 ], Carroll [ 34 ], Doosti and Hall [ 35 ], and Doosti et al. [ 36 ] used setup-specific Distance Measure approaches for estimating the tilting parameters.…”
Section: Discussionmentioning
confidence: 99%
See 1 more Smart Citation
“…Using a tilting approach to estimate in a GAM setting leads to improvement of the performance of the nonparametric regression estimator. Hall and Presnell [ 32 ], Hall and Huang [ 33 ], Carroll [ 34 ], Doosti and Hall [ 35 ], and Doosti et al. [ 36 ] used setup-specific Distance Measure approaches for estimating the tilting parameters.…”
Section: Discussionmentioning
confidence: 99%
“…A tilting method used in [ 34 ] led to curve estimators under some constraints. Doosti and Hall [ 35 ] introduced a new higher order nonparametric density estimator, using a tilting method, where they used -metric between the proposed estimator and a consistent ’Sinc’ kernel-based estimator. Doosti et al.…”
Section: Discussionmentioning
confidence: 99%
“…The new estimate is truef^(x)=1n0.3emdet(h)2.05482pti=1nwj(i)2.05482ptϕd()h1(xzi), where w j ( i ) is the weight of the cell to which z i belongs. The type of perturbation of estimator is denoted “tilting” by Doosti and Hall ().…”
Section: Non‐parametric Local Smoothingmentioning
confidence: 99%
“…where w j(i) is the weight of the cell to which z i belongs. The type of perturbation of estimator (2) is denoted 'tilting' by Doosti & Hall (2016).…”
Section: Non-parametric Local Smoothingmentioning
confidence: 99%
“…Choi et al (2000) presents a simple, but effective, method of sharpening data to reduce bias in nonparametric regression. Doosti and Hall (2016) demonstrate the benefits to be accrued when sharpening and tilting are applied in combination yielding improved "perturbed" density estimates, both qualitatively and in terms of accuracy; theoretical results supplied there show that uniform consistency is attained for a large class of densities.…”
Section: Introductionmentioning
confidence: 99%