Probability density function estimation using gamma kernels

Recommendations

New type of gamma kernel density estimator
A note on the performance of the gamma kernel estimators at the boundary
Beta kernel estimators for density functions
Generalised gamma kernel density estimation for nonnegative data and its bias reduction
Gamma kernel estimators for density and hazard rate of right-censored data

Cited in

(only showing first 100 items - show all)

Nonparametric density estimation for multivariate bounded data
Beta kernel estimators for density functions
Nonparametric kernel density estimation near the boundary
Nonnegative bias reduction methods for density estimation using asymmetric kernels
Density estimation on manifolds with boundary
Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods
Compound unimodal distributions for insurance losses
Nonparametric density estimation for nonnegative data, using symmetrical-based inverse and reciprocal inverse Gaussian kernels through dual transformation
Birnbaum-Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data
Another bias correction for asymmetric kernel density estimation with a parametric start
Data driven confidence intervals for diffusion process using double smoothing empirical likelihood
Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data
Modeling the interdependence of volatility and inter-transaction duration processes.
Optimal asymmetric kernels
Multiplicative bias correction for asymmetric kernel density estimators revisited
Local linear smoothers using inverse Gaussian regression
A gamma kernel density estimation for insurance loss data
Body tail adaptive kernel density estimation for nonnegative heavy-tailed data
Exact inference for a class of hidden Markov models on general state spaces
Asymptotic properties of Bernstein estimators on the simplex
Asymptotic properties of Dirichlet kernel density estimators
Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data
A new regression model for positive random variables with skewed and long tail
Efficient estimation for the volatility of stochastic interest rate models
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications
An improved minimum-distance texture estimator for speckled data under the \(\mathscr{G}^0\) model
New type of gamma kernel density estimator
Modeling the cryptocurrency return distribution via Laplace scale mixtures
Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model
Multivariate non-central Birnbaum-Saunders kernel density estimator for nonnegative data
Bootstrap based probability forecasting in multiplicative error models
Mellin-Meijer kernel density estimation on \(\mathbb{R}^+\)
A class of Birnbaum-Saunders type kernel density estimators for nonnegative data
Finite mixtures of unimodal beta and gamma densities and the k-bumps algorithm
Boundary kernels for adaptive density estimators on regions with irregular boundaries
Semiparametric estimation for count data through weighted distributions
Weighted likelihood estimation of multivariate location and scatter
Estimation of a partially linear additive model with generated covariates
Local linear regression with reciprocal inverse Gaussian kernel
Bayesian variance-stabilizing kernel density estimation using conjugate prior
Nonparametric density estimation based on the scaled Laplace transform inversion
Unified estimation of densities on bounded and unbounded domains
Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
Nonparametric relative regression under random censorship model
Bias free threshold estimation for jump intensity function
Effects of associated kernels in nonparametric multiple regressions
Interest of boundary kernel density techniques in evaluating an approximation error of queueing systems characteristics
Choice of the smoothing parameter in the kernel estimation of the transition matrix of a semi-Markovian process
Bias corrections for some asymmetric kernel estimators
Consistency and asymptotic normality for a nonparametric prediction under measurement errors
Testing for symmetry and conditional symmetry using asymmetric kernels
Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model
Influence of the density pole on the performances of its gamma-kernel estimator
Light- and heavy-tailed density estimation by Gamma-Weibull kernel
Kullback Leibler property of kernel mixture priors in Bayesian density estimation
Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum-Saunders kernel estimators
\(L_{1}\)-rate of convergence of smoothed histogram
Central limit theorem for asymmetric kernel functionals
Skewed bivariate models and nonparametric estimation for the CTE risk measure
Nonparametric specification tests for conditional duration models
Multiplicative bias correction for generalized Birnbaum-Saunders kernel density estimators and application to nonnegative heavy tailed data
Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
On testing whether burn-in is required under the long-run average cost
Performance of discrete associated kernel estimators through the total variation distance
Impact of nonparametric density estimation on the approximation of the G/G/1 queue by the M/G/1 one
Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model
Bias reductions for beta kernel estimation
Weighted log-normal kernel density estimation
A new non parametric estimator for Pdf based on inverse gamma distribution
Large sample results for varying kernel regression estimates
Local multiplicative bias correction for asymmetric kernel density estimators
Semiparametric multivariate volatility models
Moment density estimation for positive random variables
Generalised kernel smoothing for non-negative stationary ergodic processes
Gamma kernel intensity estimation in temporal point processes
Comparison of parametric and semiparametric survival regression models with kernel estimation
Asymmetric kernels for boundary modification in distribution function estimation
Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables
Density and hazard rate estimation for censored and α-mixing data using gamma kernels
Performance evaluation and dimensioning of \(GI^X/M/c/N\) systems through kernel estimation
Varying kernel density estimation on \(\mathbb R_+\)
CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
Density estimation using inverse and reciprocal inverse Gaussian kernels
A Family of Nonparametric Density Estimation Algorithms
A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels
Kernel-estimated nonparametric overlap-based syncytial clustering
Higher-order bias corrections for kernel type density estimators on the unit or semi-infinite interval
Recursive asymmetric kernel density estimation for nonnegative data
Limiting bias-reduced Amoroso kernel density estimators for non-negative data
Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions
A new look at the inverse Gaussian distribution with applications to insurance and economic data
Bayesian nonparametric estimation of bandwidth using mixtures of kernel estimators for length-biased data
Bayesian selector of adaptive bandwidth for gamma kernel density estimator on [0,∞): simulations and applications
Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel
Adaptive nonparametric regression on finite support
Nonparametric density estimation based on beta prime kernel
Statistical inference in the partial linear models with the inverse gaussian kernel
Adaptive Bayesian bandwidth selection in asymmetric kernel density estimation for nonnegative heavy-tailed data
On predictive density estimation for gamma models with parametric constraints

This page was built for publication: Probability density function estimation using gamma kernels

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5926204)