CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
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Publication:4680628
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Cites work
- A universally acceptable smoothing factor for kernel density estimates
- An introduction to hypergeometric functions for economists
- Asymptotic distributions of smoothed histograms
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- Beta-Bernstein Smoothing for Regression Curves with Compact Support
- Boundary modification for kernel regression
- Consistency of the beta kernel density function estimator
- Convergence Rates of SNP Density Estimators
- Density estimation using inverse and reciprocal inverse Gaussian kernels
- Incorporating support constraints into nonparametric estimators of densities
- Kernel density estimation of actuarial loss functions
- Local linear smoothers using asymmetric kernels
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- Nonparametric Pricing of Interest Rate Derivative Securities
- Optimal asymmetric kernels
- Probability density estimation using delta sequences
- Probability density function estimation using gamma kernels
- Smooth optimum kernel estimators near endpoints
- Smoothing histograms by means of lattice- and continuous distributions
- The Econometrics of Ultra-high-frequency Data
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- Two Mixed Normal Densities from Cointegration Analysis
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
Cited in
(55)- Semi-parametric approach for approximating the ruin probability of classical risk models with large claims
- Generalised local polynomial estimators of smooth functionals of a distribution function with nonnegative support
- Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels
- Gamma kernel estimators for density and hazard rate of right-censored data
- Generalised gamma kernel density estimation for nonnegative data and its bias reduction
- Asymmetric kernel density estimation based on grouped data with applications to loss model
- Asymptotic properties of Bernstein estimators on the simplex
- Impact of nonparametric density estimation on the approximation of the G/G/1 queue by the M/G/1 one
- On testing whether burn-in is required under the long-run average cost
- Nonparametric density estimation for multivariate bounded data
- Semiparametric multivariate density estimation for positive data using copulas
- Manipulation of the running variable in the regression discontinuity design: a density test
- Density and hazard rate estimation for censored and α-mixing data using gamma kernels
- Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data
- Estimation and inference in regression discontinuity designs with asymmetric kernels
- Statistical techniques for a numerical evaluation of the proximity of \(G/G/1\) and \(G/M/1\) queueing systems
- Local linear smoothers using inverse Gaussian regression
- Kernel density in the study of the strong stability of the \(M/M/1\) queueing system
- Local multiplicative bias correction for asymmetric kernel density estimators
- Local linear estimation of jump-diffusion models by using asymmetric kernels
- Nonparametric density estimation based on beta prime kernel
- Testing for symmetry and conditional symmetry using asymmetric kernels
- Assessing the dependence structure of the components of hybrid time series processes using mutual information
- Adaptive nonparametric regression on finite support
- A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory
- Kullback Leibler property of kernel mixture priors in Bayesian density estimation
- ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS
- Weighted log-normal kernel density estimation
- Nonparametric filtering of the realized spot volatility: a kernel-based approach
- scientific article; zbMATH DE number 7255153 (Why is no real title available?)
- \(L_{1}\)-rate of convergence of smoothed histogram
- Nonparametric density estimation for positive time series
- A semi-parametric density estimation with application in clustering
- New type of gamma kernel density estimator
- Asymptotic results for continuous associated kernel estimators of density functions
- Choice of the smoothing parameter in the kernel estimation of the transition matrix of a semi-Markovian process
- Automatic bandwidth selection in robust nonparametric regression
- On the estimation of entropy for non-negative data
- Limiting bias-reduced Amoroso kernel density estimators for non-negative data
- Performance evaluation and dimensioning of \(GI^X/M/c/N\) systems through kernel estimation
- An improved minimum-distance texture estimator for speckled data under the \(\mathscr{G}^0\) model
- Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables
- Nonparametric kernel density estimation near the boundary
- Density estimation using inverse and reciprocal inverse Gaussian kernels
- Infinite density at the median and the typical shape of stock return distributions
- Robust nonparametric estimation of the intensity function of point data
- Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels
- Nonparametric specification tests for conditional duration models
- Towards a better understanding of the dual representation of phi divergences
- A new non parametric estimator for Pdf based on inverse gamma distribution
- Asymptotic properties of Dirichlet kernel density estimators
- Mellin-Meijer kernel density estimation on \(\mathbb{R}^+\)
- Multiplicative bias correction for inverse gamma and beta prime kernel density estimators
- A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels
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