Bayesian selector of adaptive bandwidth for gamma kernel density estimator on [0,∞): simulations and applications
From MaRDI portal
Publication:5055206
DOI10.1080/03610918.2020.1828921OpenAlexW3092567108MaRDI QIDQ5055206
Publication date: 13 December 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2020.1828921
Uses Software
Cites Work
- Beta kernel estimators for density functions
- On multivariate associated kernels to estimate general density functions
- Discrete associated kernels method and extensions
- A Bayesian approach to bandwidth selection for multivariate kernel density estimation
- Nonparametric density estimation for multivariate bounded data
- Multivariate locally adaptive density estimation.
- Nonparametric kernel density estimation near the boundary
- Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation
- Nonnegative bias reduction methods for density estimation using asymmetric kernels
- The mode-dispersion approach for constructing continuous associated kernels
- Birnbaum-Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data
- Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data
- A gamma kernel density estimation for insurance loss data
- Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum-Saunders kernel estimators
- A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator
- Remarks on Some Nonparametric Estimates of a Density Function
- Density estimation using inverse and reciprocal inverse Gaussian kernels
- Adaptive Bayesian bandwidth selection in asymmetric kernel density estimation for nonnegative heavy-tailed data
- Multivariate generalized Birnbaum—Saunders kernel density estimators
- Bayesian adaptive bandwidth selector for multivariate discrete kernel estimator
- Bayesian local bandwidth selector in multivariate associated kernel estimator for joint probability mass functions
- Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data
- Modeling Hidden Exposures in Claim Severity Via the Em Algorithm
- On Estimation of a Probability Density Function and Mode
- Probability density function estimation using gamma kernels