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Estimation of Density via Local Polynomial Tegression

  • Park, B. U.;Kim, W. C.;J. Huh;J. W. Jeon
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.91-100
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    • 1998
  • 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.

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