Density estimation using inverse and reciprocal inverse Gaussian kernels

DOI10.1080/10485250310001624819zbMath1049.62038OpenAlexW2058000970MaRDI QIDQ4819561

Olivier Scaillet

Publication date: 27 September 2004

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:34961

zbMATH Keywords

boundary biasgamma kernelvariable kernelinverse Gaussian kernelreciprocal inverse Gaussian kernel

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07)

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• Nonparametric specification tests for conditional duration models
• Biometrika Centenary: Nonparametrics
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• Probability density function estimation using gamma kernels
• Handbook of econometrics. Vol. 4

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