Pages that link to "Item:Q5926204"

The following pages link to Probability density function estimation using gamma kernels (Q5926204):

Displaying 50 items.

• 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)
• Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model (Q278892) (← links)
• Local multiplicative bias correction for asymmetric kernel density estimators (Q288358) (← links)
• Performance evaluation and dimensioning of \(GI^X/M/c/N\) systems through kernel estimation (Q410362) (← links)
• Varying kernel density estimation on \(\mathbb R_+\) (Q449397) (← links)
• Inverse gamma kernel density estimation for nonnegative data (Q526973) (← links)
• Reuse, recycle, reweigh: combating influenza through efficient sequential Bayesian computation for massive data (Q542932) (← links)
• Statistical techniques for a numerical evaluation of the proximity of \(G/G/1\) and \(G/M/1\) queueing systems (Q552306) (← links)
• Gamma kernel estimators for density and hazard rate of right-censored data (Q642462) (← links)
• On multivariate associated kernels to estimate general density functions (Q684068) (← links)
• Discrete associated kernels method and extensions (Q713900) (← links)
• A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
• Semiparametric multivariate density estimation for positive data using copulas (Q961398) (← 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)
• Nonparametric density estimation for multivariate bounded data (Q1036713) (← links)
• Nonparametric kernel density estimation near the boundary (Q1623386) (← links)
• Nonnegative bias reduction methods for density estimation using asymmetric kernels (Q1623480) (← links)
• Density estimation on manifolds with boundary (Q1658472) (← links)
• Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods (Q1663156) (← links)
• Compound unimodal distributions for insurance losses (Q1667415) (← 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)
• Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
• Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data (Q1800055) (← links)
• Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921) (← links)
• Optimal asymmetric kernels (Q1927459) (← 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)
• Body tail adaptive kernel density estimation for nonnegative heavy-tailed data (Q2031303) (← links)
• Exact inference for a class of hidden Markov models on general state spaces (Q2044399) (← 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 new regression model for positive random variables with skewed and long tail (Q2061388) (← links)
• Efficient estimation for the volatility of stochastic interest rate models (Q2065317) (← links)
• A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications (Q2078575) (← links)
• An improved minimum-distance texture estimator for speckled data under the \(\mathscr{G}^0\) model (Q2103869) (← links)
• New type of gamma kernel density estimator (Q2131942) (← links)
• Modeling the cryptocurrency return distribution via Laplace scale mixtures (Q2165655) (← links)
• Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model (Q2177677) (← links)
• Multivariate non-central Birnbaum-Saunders kernel density estimator for nonnegative data (Q2189108) (← links)
• Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
• Mellin-Meijer kernel density estimation on \(\mathbb{R}^+\) (Q2230876) (← links)