- Transformation in Kernel Density Estimation
- Transformation in Kernel Density Estimation
- ㆍ 저자명
- 석경하,Seog. Kyung-Ha
- ㆍ 간행물명
- 한국데이터정보과학회지
- ㆍ 권/호정보
- 1992년|3권 1호|pp.17-24 (8 pages)
- ㆍ 발행정보
- 한국데이터정보과학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
The problem of estimating symmetric probability density with high kurtosis is considered. Such densities are often estimated poorly by a global bandwidth kernel estimation since good estimation of the peak of the distribution leads to unsatisfactory estimation of the tails and vice versa. In this paper, we propose a transformation technique before using a global bandwidth kernel estimator. Performance of density estimator based on proposed transformation is investigated through simulation study. It is observed that our method offers a substantial improvement for the densities with high kurtosis. However, its performance is a little worse than that of ordinary kernel estimator in the situation where the kurtosis is not high.