The Influence of Rounding Errors on Some Nonparametric Estimators of a Density and its Derivatives
- 1 April 1982
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 42 (2) , 390-399
- https://doi.org/10.1137/0142030
Abstract
All “continuous” data is rounded to some extent, and this rounding introduces errors into the estimation of the parent density and its derivatives. In this paper we examine the influence of rounding errors on the two most popular types of nonparametric density estimator—those based on kernels and those based on generalized Fourier series. Our results lead directly to several important conclusions which are very relevant to the practical problems of density estimation.Keywords
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