2019
DOI: 10.1017/s0266466619000112
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Nonparametric Density Estimation by B-Spline Duality

Abstract: In this article, we propose a new nonparametric density estimator derived from the theory of frames and Riesz bases. In particular, we propose the so-called bi-orthogonal density estimator based on the class of B-splines and derive its theoretical properties, including the asymptotically optimal choice of bandwidth. Detailed theoretical analysis and comparisons of our estimator with existing local basis and kernel density estimators are presented. The estimator is particularly well suited for high-frequency da… Show more

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Cited by 15 publications
(22 citation statements)
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References 83 publications
(124 reference statements)
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“…The discreteness of the indices limits the possibility of consistently comparing the impact of factors on the rate of growth in the cost of flows. The solution is to interpolate the flow dynamics with cubic splines (Cui et al, 2020;Edwards & Parry, 2018;Gao & Meng, 2018), followed by the use of flow velocity models (Figure 01). The c spline models allow for using the models of the rate of changes in export oil prices, the volume of oil production and the cost of oil exports.…”
Section: Resultsmentioning
confidence: 99%
“…The discreteness of the indices limits the possibility of consistently comparing the impact of factors on the rate of growth in the cost of flows. The solution is to interpolate the flow dynamics with cubic splines (Cui et al, 2020;Edwards & Parry, 2018;Gao & Meng, 2018), followed by the use of flow velocity models (Figure 01). The c spline models allow for using the models of the rate of changes in export oil prices, the volume of oil production and the cost of oil exports.…”
Section: Resultsmentioning
confidence: 99%
“…Kernel density estimation (KDE) is a non-parametric way to estimate the probability density function of a random variable [30], which is a fundamental data smoothing problem where inferences about the population are made, based on a finite data sample. Kernel density estimation on a finite interval poses an outstanding challenge because of the well-recognized bias at the boundaries of the interval [31].…”
Section: Kernel Smoothing Density Estimationmentioning
confidence: 99%
“…Since B-spline basis functions possess the property of local support, local density estimators based on uniform B-splines have been discussed in [10][11][12][13]. In addition to the local support property, B-spline basis functions are also piecewise polynomials, which demonstrates their advantages where intensive numerical computations have been conducted after estimation [13][14][15].…”
Section: Introductionmentioning
confidence: 99%