Hall, Peter; Choi, E
We introduce a data-perturbation method for reducing bias of a wide variety of density estimators, in univariate, multivariate, spatial and spherical data settings. The method involves 'sharpening' the data by making them slightly more clustered than before, and then computing the estimator in the usual way, but from the sharpened data rather than the original data. The transformation depends in a simple, explicit way on the smoothing parameter employed for the density estimator, which may be...[Show more]
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