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Probit transformation for kernel density estimation on the unit interval
transformation kernel density estimator boundary bias local likelihood density estimation local log-polynomial density estimation
2013/4/27
Kernel estimation of a probability density function supported on the unit interval has proved difficult, because of the well known boundary bias issues a conventional kernel density estimator would ne...
We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density est...