Transmetric Density Estimation


  •  Sigve Hovda    

Abstract

A transmetric is a generalization of a metric that is tailored to properties needed in kernel density estimation.  Using transmetrics in kernel density estimation is an intuitive way to make assumptions on the kernel of the distribution to improve convergence orders and to reduce the number of dimensions in the graphical display.  This framework is required for discussing the estimators that are suggested by Hovda (2014).
 
Asymptotic arguments for the bias and the mean integrated squared error is difficult in the general case, but some results are given when the transmetric is of the type defined in Hovda (2014).  An important contribution of this paper is that the convergence order can be as high as $4/5$, regardless of the number of dimensions.


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