Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions

DOI10.1080/00949655.2023.2173194OpenAlexW4320489397MaRDI QIDQ6050730

Christopher F. Parmeter, Daniel J. Henderson, Alecos Papadopoulos

Publication date: 19 September 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Bandwidth_selection_for_kernel_density_estimation_of_fat-tailed_and_skewed_distributions/22091802

zbMATH Keywords

kurtosisdensity estimationskewnessoptimal bandwidthAMISE

Mathematics Subject Classification ID

Density estimation (62G07) Numerical smoothing, curve fitting (65D10) Statistics (62-XX) Graph labelling (graceful graphs, bandwidth, etc.) (05C78)

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