Probability density function estimation using gamma kernels

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Multiplicative bias correction for inverse gamma and beta prime kernel density estimators
A gamma kernel density estimation for insurance loss data
A misspecification test for multiplicative error models of non-negative time series processes
Bias free threshold estimation for jump intensity function
Skewed bivariate models and nonparametric estimation for the CTE risk measure
Density estimation on manifolds with boundary
Parameter learning for the nonlinear system described by Hammerstein model with output disturbance
On multivariate associated kernels to estimate general density functions
Another bias correction for asymmetric kernel density estimation with a parametric start
Performance evaluation and dimensioning of \(GI^X/M/c/N\) systems through kernel estimation
A semi-parametric density estimation with application in clustering
A new look at the inverse Gaussian distribution with applications to insurance and economic data
Enriched lognormal models for income data
Nonparametric specification tests for conditional duration models
Consistency and asymptotic normality for a nonparametric prediction under measurement errors
An improved minimum-distance texture estimator for speckled data under the \(\mathscr{G}^0\) model
Nonparametric density estimation based on beta prime kernel
Jump amplitude inference in SDEs with cosine kernel
Mellin-Meijer kernel density estimation on \(\mathbb{R}^+\)
Density estimation using inverse and reciprocal inverse Gaussian kernels
Impact of nonparametric density estimation on the approximation of the G/G/1 queue by the M/G/1 one
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
Recursive generalized gamma kernel density estimation for nonnegative dependent data
Interest of boundary kernel density techniques in evaluating an approximation error of queueing systems characteristics
Semiparametric multivariate density estimation for positive data using copulas
Asymptotic properties of Dirichlet kernel density estimators
Reuse, recycle, reweigh: combating influenza through efficient sequential Bayesian computation for massive data
Semi-parametric approach for approximating the ruin probability of classical risk models with large claims
Exact inference for a class of hidden Markov models on general state spaces
scientific article; zbMATH DE number 7255153 (Why is no real title available?)
Nonparametric density estimation for positive time series
Gamma kernel estimation of the density derivative on the positive semi-axis by dependent data
Choice of the smoothing parameter in the kernel estimation of the transition matrix of a semi-Markovian process
Boundary-adaptive kernel density estimation: the case of (near) uniform density
Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model
Statistical techniques for a numerical evaluation of the proximity of \(G/G/1\) and \(G/M/1\) queueing systems
Dichotomous unimodal compound models: application to the distribution of insurance losses
On uniform consistency of nonparametric estimators smoothed by the gamma kernel
Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel
Multivariate generalized Birnbaum-Saunders kernel density estimators
Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels
Discrete associated kernels method and extensions
Unified estimation of densities on bounded and unbounded domains
Compound unimodal distributions for insurance losses
A refreshing take on the inverted Dirichlet via a mode parameterization with some statistical illustrations
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
Data driven confidence intervals for diffusion process using double smoothing empirical likelihood
Bayesian selector of adaptive bandwidth for multivariate gamma kernel estimator on [0,∞ )^d
Lognormal kernel estimator of the hazard rate function
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
Adaptive Bayesian bandwidth based on LPE kernel for asymmetric kernel density
Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model
Bootstrap based probability forecasting in multiplicative error models
Weighted likelihood estimation of multivariate location and scatter
Semiparametric multivariate volatility models
Generalised kernel smoothing for non-negative stationary ergodic processes
Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods
Density and hazard rate estimation for censored and α-mixing data using gamma kernels
On the Riesz estimation of multivariate probability density functions
Gamma kernel intensity estimation in temporal point processes
Modeling the interdependence of volatility and inter-transaction duration processes.
Body tail adaptive kernel density estimation for nonnegative heavy-tailed data
Varying kernel density estimation on \(\mathbb R_+\)
Nonparametric kernel density estimation near the boundary
Nonnegative bias reduction methods for density estimation using asymmetric kernels
Asymmetric kernel density estimation for biased data
Nonparametric relative regression under random censorship model
Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables
Effects of associated kernels in nonparametric multiple regressions
Bias reductions for beta kernel estimation
Asymmetric kernels for boundary modification in distribution function estimation
Diffusion maps for embedded manifolds with boundary with applications to PDEs
Optimal asymmetric kernels
Towards neural reinforcement learning for large deviations in non-equilibrium systems with memory
Consistency of nonparametric density estimators in CAT(0) orthant space
Generalized nonparametric asymmetric kernel regression estimator with responses missing for nonnegative stationary and ergodic data
Testing for symmetry and conditional symmetry using asymmetric kernels
Modeling the cryptocurrency return distribution via Laplace scale mixtures
Reducing variance and improving bandwidth selection in density estimation via semiparametric transformations and local linear smoothing
A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels
Adaptive Bayesian bandwidth selection in asymmetric kernel density estimation for nonnegative heavy-tailed data
Asymptotic properties of Bernstein estimators on the simplex
A new non parametric estimator for Pdf based on inverse gamma distribution
Large sample results for varying kernel regression estimates
Some properties of gamma kernel estimators for small size samples
Dynamic Autoregressive Liquidity (DArLiQ)
Central limit theorem for asymmetric kernel functionals
A Family of Nonparametric Density Estimation Algorithms
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
Beta kernel estimators for density functions
Bias corrections for some asymmetric kernel estimators

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