Higher-Order Hybrid Gaussian Kernel in Meshsize Boosting Algorithm

Abstract

In this paper, we shall use higher-order hybrid Gaussian kernel in a meshsize boosting algorithm in kernel density estimation. Bias reduction is guaranteed in this scheme like other existing schemes but uses the higher-order hybrid Gaussian kernel instead of the regular fixed kernels. A numerical verification of this scheme is conducted and the results are compared with the regular fixed kernels.

Keywords: Boosting, kernel density estimates, bias reduction, higher-order hybrid Gaussian kernel, meshsize, noises