CORRECTING FOR KURTOSIS IN DENSITY ESTIMATION

DOI10.1111/J.1467-842X.1992.TB01039.XMaRDI QIDQ4014598zbMATH OpenOpenAlexFDO

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

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)

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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
• Local linear smoothers using inverse Gaussian regression
• Asymptotic results in gamma kernel regression
• On correcting for variance inflation in kernel density estimation

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