CORRECTING FOR KURTOSIS IN DENSITY ESTIMATION

DOI10.1111/J.1467-842X.1992.TB01039.XzbMATH Open0751.62019OpenAlexW2145265729MaRDI QIDQ4014598FDOQ4014598

Authors: David Ruppert, M. P. Wand 

Publication date: 12 October 1992

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1992.tb01039.x

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zbMATH Keywords

density estimationmean integrated squared errorGaussian densitiesapproximately symmetric probability densityCauchy densitiesconvex-concave transformationsgeneralised smoothing parameterglobal window width kernel estimatorhigh kurtosis

Mathematics Subject Classification ID

Density estimation (62G07)

Cited In (8)

• How easy is a given density to estimate?
• Kurtosis correction method for X̄ and R control charts for long‐tailed symmetrical distributions
• On the effect of density shape on the performance of its kernel estimate
• Root-nconvergent transformation-kernel density estimation
• Gram-Charlier-like expansions of the convoluted hyperbolic-secant density
• Asymptotic results in gamma kernel regression
• Local linear smoothers using inverse Gaussian regression
• On correcting for variance inflation in kernel density estimation

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