A double transformation kernel density estimator that is suitable for heavy-tailed distributions is presented. Using a double transformation, an asymptotically optimal bandwidth parameter can be calculated when minimizing the expression of the asymptotic mean integrated squared error of the transformed variable. Simulation results are presented showing that this approach performs better than existing alternatives. An application to insurance claim cost data is included
We derive optimal bandwidths for kernel density estimators of functions of observations proposed in ...
We consider kernel-type methods for estimation of a density on [0, 1] which eschew explicit boundary...
Published online: 18 April 2011. In this paper, we present a Markov chain Monte Carlo (MCMC) simulat...
A double transformation kernel density estimator that is suitable for heavy-tailed distributions is ...
A double transformation kernel density estimator that is suitable for heavy-tailed distributions is ...
[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. U...
We derive optimal bandwidths for kernel density estimators of functions of observations proposed in ...
Thesis (Ph.D. (Statistics))--North-West University, Potchefstroom Campus, 2005.One of the main objec...
Standard kernel density estimation methods are very often used in practice to estimate density funct...
Standard kernel density estimation methods are very often used in practice to estimate density funct...
In this paper, we present a Markov chain Monte Carlo (MCMC) simulation algorithm for estimating para...
We derive optimal bandwidths for kernel density estimators of functions of observations proposed in ...
This paper gives asymptotically best data based choices of the bandwidth of the kernel density estim...
We derive optimal bandwidths for kernel density estimators of functions of observations proposed in ...
In kernel density estimation, the most crucial step is to select a proper bandwidth (smoothing param...
We derive optimal bandwidths for kernel density estimators of functions of observations proposed in ...
We consider kernel-type methods for estimation of a density on [0, 1] which eschew explicit boundary...
Published online: 18 April 2011. In this paper, we present a Markov chain Monte Carlo (MCMC) simulat...
A double transformation kernel density estimator that is suitable for heavy-tailed distributions is ...
A double transformation kernel density estimator that is suitable for heavy-tailed distributions is ...
[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. U...
We derive optimal bandwidths for kernel density estimators of functions of observations proposed in ...
Thesis (Ph.D. (Statistics))--North-West University, Potchefstroom Campus, 2005.One of the main objec...
Standard kernel density estimation methods are very often used in practice to estimate density funct...
Standard kernel density estimation methods are very often used in practice to estimate density funct...
In this paper, we present a Markov chain Monte Carlo (MCMC) simulation algorithm for estimating para...
We derive optimal bandwidths for kernel density estimators of functions of observations proposed in ...
This paper gives asymptotically best data based choices of the bandwidth of the kernel density estim...
We derive optimal bandwidths for kernel density estimators of functions of observations proposed in ...
In kernel density estimation, the most crucial step is to select a proper bandwidth (smoothing param...
We derive optimal bandwidths for kernel density estimators of functions of observations proposed in ...
We consider kernel-type methods for estimation of a density on [0, 1] which eschew explicit boundary...
Published online: 18 April 2011. In this paper, we present a Markov chain Monte Carlo (MCMC) simulat...