CORRECTING FOR KURTOSIS IN DENSITY ESTIMATION

DOI10.1111/j.1467-842X.1992.tb01039.xzbMath0751.62019OpenAlexW2145265729MaRDI QIDQ4014598

David Ruppert, Matthew P. Wand

Publication date: 12 October 1992

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1992.tb01039.x

zbMATH Keywords

density estimationmean integrated squared errorGaussian densitiesapproximately symmetric probability densityCauchy densitiesconvex-concave transformationsgeneralised smoothing parameterglobal window width kernel estimatorhigh kurtosis

Mathematics Subject Classification ID

Density estimation (62G07)

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