Probability density function estimation using gamma kernels
From MaRDI portal
Publication:5926204
DOI10.1023/A:1004165218295zbMath0960.62038OpenAlexW1994083140MaRDI QIDQ5926204
Publication date: 17 May 2001
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1004165218295
Related Items (only showing first 100 items - show all)
Regularization of Positive Signal Nonparametric Filtering in Multiplicative Observation Model ⋮ Nonparametric Estimation of Heavy-Tailed Density by the Discrepancy Method ⋮ A new look at the inverse Gaussian distribution with applications to insurance and economic data ⋮ Bayesian nonparametric estimation of bandwidth using mixtures of kernel estimators for length-biased data ⋮ Bayesian selector of adaptive bandwidth for gamma kernel density estimator on [0,∞): simulations and applications ⋮ Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel ⋮ Adaptive nonparametric regression on finite support ⋮ Nonparametric density estimation based on beta prime kernel ⋮ Statistical inference in the partial linear models with the inverse gaussian kernel ⋮ Lognormal kernel estimator of the hazard rate function ⋮ Semi-parametric approach for approximating the ruin probability of classical risk models with large claims ⋮ On the Riesz estimation of multivariate probability density functions ⋮ Boundary-adaptive kernel density estimation: the case of (near) uniform density ⋮ A semi-parametric density estimation with application in clustering ⋮ Multiplicative bias correction for inverse gamma and beta prime kernel density estimators ⋮ Generalized Birnbaum–Saunders kernel for hazard rate function estimation ⋮ Diffusion maps for embedded manifolds with boundary with applications to PDEs ⋮ Generalised gamma kernel density estimation for nonnegative data and its bias reduction ⋮ Unnamed Item ⋮ Adaptive Bayesian bandwidth selection in asymmetric kernel density estimation for nonnegative heavy-tailed data ⋮ Multivariate generalized Birnbaum—Saunders kernel density estimators ⋮ Asymmetric Kernel Density Estimation Based on Grouped Data with Applications to Loss Model ⋮ Local linear double and asymmetric kernel estimation of conditional quantiles ⋮ Asymptotic results in gamma kernel regression ⋮ Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels ⋮ Discrete triangular distributions and non-parametric estimation for probability mass function ⋮ Bayes bandwidth selection in kernel density estimation with censored data ⋮ Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data ⋮ Dichotomous unimodal compound models: application to the distribution of insurance losses ⋮ Bayesian selector of adaptive bandwidth for multivariate gamma kernel estimator on [0,∞ )d ⋮ Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels ⋮ Limiting bias-reduced Amoroso kernel density estimators for non-negative data ⋮ Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions ⋮ On testing whether burn-in is required under the long-run average cost ⋮ Performance of discrete associated kernel estimators through the total variation distance ⋮ SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS ⋮ Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model ⋮ Nonparametric kernel density estimation near the boundary ⋮ Nonnegative bias reduction methods for density estimation using asymmetric kernels ⋮ Moment density estimation for positive random variables ⋮ Local multiplicative bias correction for asymmetric kernel density estimators ⋮ New type of gamma kernel density estimator ⋮ Multiplicative bias correction for generalized Birnbaum-Saunders kernel density estimators and application to nonnegative heavy tailed data ⋮ Density estimation on manifolds with boundary ⋮ Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model ⋮ Modeling the cryptocurrency return distribution via Laplace scale mixtures ⋮ Unnamed Item ⋮ Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods ⋮ Compound unimodal distributions for insurance losses ⋮ Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels ⋮ Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model ⋮ Optimal asymmetric kernels ⋮ Nonparametric density estimation for nonnegative data, using symmetrical-based inverse and reciprocal inverse Gaussian kernels through dual transformation ⋮ A misspecification test for multiplicative error models of non-negative time series processes ⋮ Multivariate non-central Birnbaum-Saunders kernel density estimator for nonnegative data ⋮ Performance evaluation and dimensioning of \(GI^X/M/c/N\) systems through kernel estimation ⋮ Birnbaum-Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data ⋮ Kullback Leibler property of kernel mixture priors in Bayesian density estimation ⋮ Variance reduction estimation for return models with jumps using gamma asymmetric kernels ⋮ Gamma kernel estimators for density and hazard rate of right-censored data ⋮ Varying kernel density estimation on \(\mathbb R_+\) ⋮ Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum-Saunders kernel estimators ⋮ Unnamed Item ⋮ Density and hazard rate estimation for censored and α-mixing data using gamma kernels ⋮ Another bias correction for asymmetric kernel density estimation with a parametric start ⋮ Bootstrap based probability forecasting in multiplicative error models ⋮ Mellin-Meijer kernel density estimation on \(\mathbb{R}^+\) ⋮ A Family of Nonparametric Density Estimation Algorithms ⋮ \(L_{1}\)-rate of convergence of smoothed histogram ⋮ A class of Birnbaum-Saunders type kernel density estimators for nonnegative data ⋮ On multivariate associated kernels to estimate general density functions ⋮ Inverse gamma kernel density estimation for nonnegative data ⋮ Semiparametric multivariate density estimation for positive data using copulas ⋮ Data driven confidence intervals for diffusion process using double smoothing empirical likelihood ⋮ A note on the performance of the gamma kernel estimators at the boundary ⋮ Nonparametric density estimation for positive time series ⋮ Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval ⋮ Density estimation using asymmetric kernels and Bayes bandwidths with censored data ⋮ Finite mixtures of unimodal beta and gamma densities and the \(k\)-bumps algorithm ⋮ Reuse, recycle, reweigh: combating influenza through efficient sequential Bayesian computation for massive data ⋮ Multiplicative bias correction for asymmetric kernel density estimators revisited ⋮ Local linear smoothers using inverse Gaussian regression ⋮ Statistical techniques for a numerical evaluation of the proximity of \(G/G/1\) and \(G/M/1\) queueing systems ⋮ Density estimation using inverse and reciprocal inverse Gaussian kernels ⋮ Boundary kernels for adaptive density estimators on regions with irregular boundaries ⋮ A gamma kernel density estimation for insurance loss data ⋮ Semiparametric estimation for count data through weighted distributions ⋮ Discrete associated kernels method and extensions ⋮ Weighted likelihood estimation of multivariate location and scatter ⋮ CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA ⋮ Central limit theorem for asymmetric kernel functionals ⋮ Impact of Nonparametric Density Estimation on the Approximation of the G∕G∕1 Queue by the M∕G∕1 One ⋮ Body tail adaptive kernel density estimation for nonnegative heavy-tailed data ⋮ Generalised kernel smoothing for non-negative stationary ergodic processes ⋮ Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data ⋮ Skewed bivariate models and nonparametric estimation for the CTE risk measure ⋮ Exact inference for a class of hidden Markov models on general state spaces ⋮ Bias reductions for beta kernel estimation ⋮ Asymptotic properties of Bernstein estimators on the simplex ⋮ A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels
This page was built for publication: Probability density function estimation using gamma kernels