Nonparametric kernel density estimation near the boundary
From MaRDI portal
Publication:1623386
DOI10.1016/j.csda.2013.10.023zbMath1506.62122OpenAlexW1492095942MaRDI QIDQ1623386
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2012-047.pdf
Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (22)
On testing whether burn-in is required under the long-run average cost ⋮ Performance of discrete associated kernel estimators through the total variation distance ⋮ Bayesian selector of adaptive bandwidth for gamma kernel density estimator on [0,∞): simulations and applications ⋮ Density estimation on manifolds with boundary ⋮ Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model ⋮ Boundary-adaptive kernel density estimation: the case of (near) uniform density ⋮ Diffusion maps for embedded manifolds with boundary with applications to PDEs ⋮ Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid ⋮ Generalised gamma kernel density estimation for nonnegative data and its bias reduction ⋮ Mellin-Meijer kernel density estimation on \(\mathbb{R}^+\) ⋮ A class of Birnbaum-Saunders type kernel density estimators for nonnegative data ⋮ On multivariate associated kernels to estimate general density functions ⋮ Boundary bias correction using weighting method in presence of nonresponse in two-stage cluster sampling ⋮ Markov cross-validation for time series model evaluations ⋮ A Soft-Sensor Approach to Probability Density Function Estimation ⋮ Asymptotic properties of Dirichlet kernel density estimators ⋮ Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables ⋮ Weighted log-normal kernel density estimation ⋮ Boundary estimation with the fuzzy set density estimator ⋮ Unified estimation of densities on bounded and unbounded domains ⋮ Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data ⋮ Bayesian selector of adaptive bandwidth for multivariate gamma kernel estimator on [0,∞ )d
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Beta kernel estimators for density functions
- Nonparametric specification tests for conditional duration models
- Local multiplicative bias correction for asymmetric kernel density estimators
- A multiple indicators model for volatility using intra-daily data
- Predictive density estimators for daily volatility based on the use of realized measures
- Analysis of time of occurrence of earthquakes: A functional data approach
- On boundary correction in kernel density estimation
- A note on the performance of the gamma kernel estimators at the boundary
- Nonparametric density estimation for positive time series
- Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval
- Nonparametric density estimation for multivariate bounded data
- Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data
- Higher-order kernel semiparametric M-estimation of long memory
- Modelling irregulary spaced financial data. Theory and practice of dynamic duration models.
- Nonparametric density estimation with a parametric start
- Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation
- Nonparametric functional data analysis. Theory and practice.
- Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
- Incorporating support constraints into nonparametric estimators of densities
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
- CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
- An Intertemporal Capital Asset Pricing Model
- The Distribution of Realized Exchange Rate Volatility
- Density estimation using inverse and reciprocal inverse Gaussian kernels
- SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA
- Probability density function estimation using gamma kernels
This page was built for publication: Nonparametric kernel density estimation near the boundary