Beta kernel estimators for density functions
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Cites work
- scientific article; zbMATH DE number 646830 (Why is no real title available?)
- scientific article; zbMATH DE number 947427 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
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- scientific article; zbMATH DE number 927301 (Why is no real title available?)
- scientific article; zbMATH DE number 236854 (Why is no real title available?)
- A new distribution-free quantile estimator
- Beta-Bernstein Smoothing for Regression Curves with Compact Support
- Empirical likelihood confidence intervals for nonparametric density estimation
- Finite-Sample Variance of Local Polynomials: Analysis and Solutions
- Incorporating support constraints into nonparametric estimators of densities
- On automatic boundary corrections
- Robust Locally Weighted Regression and Smoothing Scatterplots
- Smooth estimators of distribution and density functions
- Smooth optimum kernel estimators near endpoints
Cited in
(only showing first 100 items - show all)- Multiplicative bias correction for inverse gamma and beta prime kernel density estimators
- Bernstein polynomial probability density estimation
- A gamma kernel density estimation for insurance loss data
- Estimation of high-order moment-independent importance measures for Shapley value analysis
- Research on CDS pricing model with endogenous recovery rate
- Bayesian inference in based-kernel regression: comparison of count data of condition factor of fish in pond systems
- On multivariate associated kernels to estimate general density functions
- Another bias correction for asymmetric kernel density estimation with a parametric start
- Discrete approximations of continuous and mixed measures on a compact interval
- A semi-parametric density estimation with application in clustering
- Nonparametric specification tests for conditional duration models
- An improved minimum-distance texture estimator for speckled data under the \(\mathscr{G}^0\) model
- Nonparametric density estimation based on beta prime kernel
- Density estimation using inverse and reciprocal inverse Gaussian kernels
- Convergence rates for uniform B-spline density estimators on bounded and semi-infinite domains
- Additive density-on-scalar regression in Bayes Hilbert spaces with an application to gender economics
- Bivariate density estimation under marginal unimodality constraints
- A note on the performance of the gamma kernel estimators at the boundary
- Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths
- On testing whether burn-in is required under the long-run average cost
- Performance of discrete associated kernel estimators through the total variation distance
- Asymptotic properties of Dirichlet kernel density estimators
- Functional regression approximate Bayesian computation for Gaussian process density estimation
- Nonparametric estimation of simplified vine copula models: comparison of methods
- Density estimation for RWRE
- Sensitivity of the stability bound for ruin probabilities to claim distributions
- Nonparametric density estimation for positive time series
- Efficient and robust density estimation using Bernstein type polynomials
- Boundary-adaptive kernel density estimation: the case of (near) uniform density
- On uniform consistency of nonparametric estimators smoothed by the gamma kernel
- Probability density function estimation using gamma kernels
- Adaptive density estimation on bounded domains
- EM algorithms for beta kernel distributions
- Kernel copula density estimation of Hellinger correlation
- Reconstructions of piecewise continuous and discrete functions using moments
- Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel
- Multivariate generalized Birnbaum-Saunders kernel density estimators
- Discrete associated kernels method and extensions
- A new look at the Dirichlet distribution: robustness, clustering, and both together
- Adaptive estimation of a density function using beta kernels
- Unified estimation of densities on bounded and unbounded domains
- Mutual information as a measure of multivariate association: analytical properties and statistical estimation
- A refreshing take on the inverted Dirichlet via a mode parameterization with some statistical illustrations
- A note on generalized Bernstein polynomial density estimators
- Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data
- Recursive asymmetric kernel density estimation for nonnegative data
- Local multiplicative bias correction for asymmetric kernel density estimators
- A note on a measure of asymmetry
- Uniform convergence rates for nonparametric estimators smoothed by the beta kernel
- On improving convergence rate of Bernstein polynomial density estimator
- Statistical inference in the partial linear models with the inverse gaussian kernel
- Asymmetric kernel density estimation based on grouped data with applications to loss model
- Automaton-ABC: a statistical method to estimate the probability of spatio-temporal properties for parametric Markov population models
- Robust variable selection for finite mixture regression models
- A two-step indirect inference approach to estimate the long-run risk asset pricing model
- Multivariate tail estimation with application to analysis of CoVaR
- Adaptive Bayesian bandwidth based on LPE kernel for asymmetric kernel density
- Adaptive density estimation on bounded domains under mixing conditions
- Nonparametric direct density ratio estimation using beta kernel
- On the uniform consistency of the Bernstein density estimator
- Data dependent asymmetric kernels for estimating the density function
- Hausdorff moment problem: reconstruction of probability density functions
- Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods
- β-divergence loss for the kernel density estimation with bias reduced
- scientific article; zbMATH DE number 1423400 (Why is no real title available?)
- On the asymptotic behavior of the leading eigenvector of Tyler's shape estimator under weak identifiability
- Nonparametric kernel density estimation near the boundary
- Nonnegative bias reduction methods for density estimation using asymmetric kernels
- Asymmetric kernel density estimation for biased data
- Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
- Effects of associated kernels in nonparametric multiple regressions
- Bias reductions for beta kernel estimation
- Asymmetric kernels for boundary modification in distribution function estimation
- Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval
- Optimal asymmetric kernels
- kdensity
- Integral approximation by kernel smoothing
- Asymptotic properties of Bernstein estimators on the simplex
- Large sample results for varying kernel regression estimates
- Parametric modal regression with error in covariates
- Transformation-Kernel Estimation of Copula Densities
- The stochastic conditional duration model: a latent variable model for the analysis of financial durations
- Hamiltonian analysis of subcritical stochastic epidemic dynamics
- Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors
- Linear boundary kernels for bivariate density estimation
- Central limit theorem for asymmetric kernel functionals
- Finite mixtures of unimodal beta and gamma densities and the k-bumps algorithm
- Generalized Birnbaum–Saunders kernel for hazard rate function estimation
- Semiparametric estimation for count data through weighted distributions
- Minimax properties of Dirichlet kernel density estimators
- Miscellanea Kernel-Type Density Estimation on the Unit Interval
- Consistency of the beta kernel density function estimator
- Bias corrections for some asymmetric kernel estimators
- Yet another look at the omitted variable bias
- Asymptotic properties of continuous associated-kernel density estimators
- On some smooth estimators of the quantile function for a stationary associated process
- Adaptive nonparametric regression on finite support
- Local linear estimation of jump-diffusion models by using asymmetric kernels
- Multiplicative bias correction for asymmetric kernel density estimators revisited
- Planar segment processes with reference mark distributions, modeling and estimation
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