Asymmetric kernel density estimation based on grouped data with applications to loss model
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Cites work
- A Useful Convergence Theorem for Probability Distributions
- All of Nonparametric Statistics
- Beta kernel estimators for density functions
- Bootstrap choice of the smoothing parameter in kernel density estimation
- CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
- Density estimation for grouped data with application to line transect sampling
- Density estimation using inverse and reciprocal inverse Gaussian kernels
- Incorporating support constraints into nonparametric estimators of densities
- Kernel density estimation of actuarial loss functions
- Local multiplicative bias correction for asymmetric kernel density estimators
- Locally parametric nonparametric density estimation
- Probability density function estimation using gamma kernels
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
Cited in
(12)- Prediction model-based kernel density estimation when group membership is subject to missing
- A gamma kernel density estimation for insurance loss data
- Density deconvolution from grouped data with additive errors
- Kernel distribution estimation for grouped data
- Asymptotic properties of Dirichlet kernel density estimators
- EM algorithm for mixture of skew-normal distributions fitted to grouped data
- Kernel density estimation of actuarial loss functions
- Inequality measurement with grouped data: parametric and non-parametric methods
- Tuning parameter-free nonparametric density estimation from tabulated summary data
- Nonparametric kernel density estimation for general grouped data
- On Fitting Probability Distribution to Univariate Grouped Actuarial Data with Both Group Mean and Relative Frequencies
- From grouped to de-grouped data: a new approach in distribution fitting for grouped data
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