Multivariate Boundary Kernels from Local Linear Estimation

DOI10.1080/03461230050131902zbMath0922.62045OpenAlexW2019527702MaRDI QIDQ4258735

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)

Related Items (6)

Calendar effect and in-sample forecasting ⋮ Multivariate non-central Birnbaum-Saunders kernel density estimator for nonnegative data ⋮ Nonparametric density estimation for multivariate bounded data ⋮ 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

Cites Work

• Smooth estimators of distribution and density functions
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