tiltdens: Tilted and Data-Sharpened Nonparametric Density Estimation
High-order nonparametric density estimators built by perturbing a
conventional kernel estimator, either by re-weighting the observations
("tilting") or by moving them ("data sharpening"). The perturbation is
chosen so that the estimator inherits the fast convergence rate of an
infinite-order kernel estimator, such as the sinc or trapezoidal flat-top
estimator, while remaining a proper non-negative density without the
oscillatory tails those estimators suffer from. Two criteria are provided:
minimising the L2 distance to an infinite-order comparator, following
Doosti and Hall (2016) <doi:10.1111/rssb.12112>, and minimising a
cross-validation criterion that needs no comparator and is much faster,
following Doosti, Hall and Mateu (2018) <doi:10.1016/j.jspi.2017.12.003>.
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