Inverse beta transformation in kernel density estimation

DOI10.1016/j.spl.2008.01.028zbMath1147.62323OpenAlexW2024013237MaRDI QIDQ947174

Catalina Bolancé, Jens Perch Nielsen, Montserrat Guillen

Publication date: 29 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.028

Mathematics Subject Classification ID

Related Items (11)

Nonparametric analysis of aggregate loss models ⋮ Statistical inference in the partial linear models with the inverse gaussian kernel ⋮ Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data ⋮ A nonparametric approach to calculating value-at-risk ⋮ Local linear smoothers using inverse Gaussian regression ⋮ A gamma kernel density estimation for insurance loss data ⋮ Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas ⋮ Multivariate density estimation using dimension reducing information and tail flattening trans\-formations ⋮ Quantifying the risk using copulae with nonparametric marginals ⋮ Skewed bivariate models and nonparametric estimation for the CTE risk measure ⋮ Fundamentals of Risk Measurement and Aggregation for Insurance Applications

Uses Software

• KernSmooth

Cites Work

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• A variable bandwidth selector in multivariate kernel density estimation
• Kernel density estimation of actuarial loss functions
• Transformations in Density Estimation
• Mobius-Like Mappings and Their Use in Kernel Density Estimation
• Kernel density estimation for heavy-tailed distributions using the champernowne transformation

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