Pages that link to "Item:Q134279"
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The following pages link to Beta kernel estimators for density functions (Q134279):
Displaying 50 items.
- kdensity (Q43229) (← links)
- Probit transformation for kernel density estimation on the unit interval (Q96446) (← links)
- Nonparametric specification tests for conditional duration models (Q262795) (← links)
- On testing whether burn-in is required under the long-run average cost (Q273740) (← links)
- Performance of discrete associated kernel estimators through the total variation distance (Q273741) (← links)
- Local multiplicative bias correction for asymmetric kernel density estimators (Q288358) (← links)
- On the boundary properties of Bernstein polynomial estimators of density and distribution functions (Q449356) (← links)
- Nonparametric estimation and inference about the overlap of two distributions (Q528068) (← links)
- A note on generalized Bernstein polynomial density estimators (Q537474) (← links)
- On multivariate associated kernels to estimate general density functions (Q684068) (← links)
- Discrete associated kernels method and extensions (Q713900) (← links)
- Integral approximation by kernel smoothing (Q726736) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- On the uniform consistency of the Bernstein density estimator (Q900920) (← links)
- Hausdorff moment problem: reconstruction of probability density functions (Q947192) (← links)
- A note on the performance of the gamma kernel estimators at the boundary (Q962009) (← links)
- Nonparametric density estimation for positive time series (Q962247) (← links)
- Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval (Q962277) (← links)
- Density estimation using asymmetric kernels and Bayes bandwidths with censored data (Q963867) (← links)
- Linear boundary kernels for bivariate density estimation (Q1012095) (← links)
- Estimating copula densities through wavelets (Q1017760) (← links)
- Nonparametric density estimation for multivariate bounded data (Q1036713) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- Nonparametric kernel density estimation near the boundary (Q1623386) (← links)
- Nonnegative bias reduction methods for density estimation using asymmetric kernels (Q1623480) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Functional regression approximate Bayesian computation for Gaussian process density estimation (Q1658999) (← links)
- Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods (Q1663156) (← links)
- Hamiltonian analysis of subcritical stochastic epidemic dynamics (Q1664525) (← links)
- Nonparametric density estimation for nonnegative data, using symmetrical-based inverse and reciprocal inverse Gaussian kernels through dual transformation (Q1681054) (← links)
- Birnbaum-Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data (Q1695523) (← links)
- Another bias correction for asymmetric kernel density estimation with a parametric start (Q1726781) (← links)
- Robust variable selection for finite mixture regression models (Q1753969) (← links)
- A two-step indirect inference approach to estimate the long-run risk asset pricing model (Q1754508) (← links)
- Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data (Q1800055) (← links)
- Discrete approximations of continuous and mixed measures on a compact interval (Q1926088) (← links)
- Optimal asymmetric kernels (Q1927459) (← links)
- Density estimation for RWRE (Q2002087) (← links)
- Multiplicative bias correction for asymmetric kernel density estimators revisited (Q2007997) (← links)
- Local linear smoothers using inverse Gaussian regression (Q2010792) (← links)
- A gamma kernel density estimation for insurance loss data (Q2015623) (← links)
- Data dependent asymmetric kernels for estimating the density function (Q2023834) (← links)
- On some smooth estimators of the quantile function for a stationary associated process (Q2047381) (← links)
- Asymptotic properties of Bernstein estimators on the simplex (Q2048128) (← links)
- Asymptotic properties of Dirichlet kernel density estimators (Q2057837) (← links)
- Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data (Q2057838) (← links)
- A note on a measure of asymmetry (Q2065289) (← links)
- A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications (Q2078575) (← links)
- Quasi-interpolation for multivariate density estimation on bounded domain (Q2079355) (← links)
