Birnbaum-Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data

DOI10.1007/s00180-017-0712-8zbMath1417.62069OpenAlexW2587542925WikidataQ115609177 ScholiaQ115609177MaRDI QIDQ1695523

Smail Adjabi, Yasmina Ziane, Nabil Zougab

Publication date: 7 February 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0712-8

zbMATH Keywords

prior distributionloss functionsintegrated squared errorBayesian bandwidth selectorbiased cross validationunbiased cross validation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15)

Related Items (8)

Bayesian selector of adaptive bandwidth for gamma kernel density estimator on [0,∞): simulations and applications ⋮ Estimation of the nonparametric mean and covariance functions for multivariate longitudinal and sparse functional data ⋮ A Bayesian procedure for bandwidth selection in circular kernel density estimation ⋮ Birnbaum‐Saunders distribution: A review of models, analysis, and applications ⋮ Body tail adaptive kernel density estimation for nonnegative heavy-tailed data ⋮ Asymptotic properties of Dirichlet kernel density estimators ⋮ Bayesian variance-stabilizing kernel density estimation using conjugate prior ⋮ Bayesian selector of adaptive bandwidth for multivariate gamma kernel estimator on [0,∞ )^d

Uses Software

• KernSmooth

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