Multivariate Boundary Kernels from Local Linear Estimation

DOI10.1080/03461230050131902MaRDI QIDQ4258735zbMATH OpenOpenAlexFDO

Authors Jens Perch Nielsen

Publication date 14 September 1999

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461230050131902

zbMATH Keywords

kernel density estimatorslocal linear fittingmultivariate boundary kernels

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Numerical smoothing, curve fitting (65D10)

Recommendations

• Linear boundary kernels for bivariate density estimation
• Multivariate Boundary Kernels and a Continuous Least Squares Principle
• A regression point of view toward density estimation
• On nonparametric density estimation at the boundary^*

Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Smooth estimators of distribution and density functions

Cited in

(8)

• Asymptotics for in-sample density forecasting
• In-sample forecasting applied to reserving and mesothelioma mortality
• Estimating IBNR claim counts using different levels of data aggregation
• Calendar effect and in-sample forecasting
• Linear boundary kernels for bivariate density estimation
• Multivariate non-central Birnbaum-Saunders kernel density estimator for nonnegative data
• Nonparametric construction of multivariate kernels
• Nonparametric density estimation for multivariate bounded data

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