IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v52y2000i3p471-480.html
   My bibliography  Save this article

Probability Density Function Estimation Using Gamma Kernels

Author

Listed:
  • Song Chen

Abstract

No abstract is available for this item.

Suggested Citation

  • Song Chen, 2000. "Probability Density Function Estimation Using Gamma Kernels," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(3), pages 471-480, September.
    • Handle: RePEc:spr:aistmt:v:52:y:2000:i:3:p:471-480
    DOI: 10.1023/A:1004165218295
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1023/A:1004165218295
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1023/A:1004165218295?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Bruce M. Brown & Song Xi Chen, 1999. "Beta‐Bernstein Smoothing for Regression Curves with Compact Support," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(1), pages 47-59, March.
    2. Lejeune, Michel & Sarda, Pascal, 1992. "Smooth estimators of distribution and density functions," Computational Statistics & Data Analysis, Elsevier, vol. 14(4), pages 457-471, November.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ouimet, Frédéric & Tolosana-Delgado, Raimon, 2022. "Asymptotic properties of Dirichlet kernel density estimators," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
    2. Hirukawa, Masayuki, 2010. "Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 473-495, February.
    3. Bouezmarni, T. & Mesfioui, M. & Rolin, J.M., 2007. "L1-rate of convergence of smoothed histogram," Statistics & Probability Letters, Elsevier, vol. 77(14), pages 1497-1504, August.
    4. Nikolay Gospodinov & Masayuki Hirukawa, 2008. "Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes," CIRJE F-Series CIRJE-F-573, CIRJE, Faculty of Economics, University of Tokyo.
    5. Ruey-Ching Hwang & K. F. Cheng & Jack C. Lee, 2007. "A semiparametric method for predicting bankruptcy," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(5), pages 317-342.
    6. Jens Perch Nielsen & Carsten Tanggaard & M.C. Jones, 2007. "Local Linear Density Estimation for Filtered Survival Data, with Bias Correction," CREATES Research Papers 2007-13, Department of Economics and Business Economics, Aarhus University.
    7. Bouezmarni, Taoufik & Rombouts, Jeroen V.K. & Taamouti, Abderrahim, 2010. "Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 1-10, January.
    8. Alexandre Leblanc, 2010. "A bias-reduced approach to density estimation using Bernstein polynomials," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(4), pages 459-475.
    9. Joachim Grammig & Reinhard Hujer & Stefan Kokot, 2002. "Tackling Boundary Effects in Nonparametric Estimation of Intra-Day Liquidity Measures," Computational Statistics, Springer, vol. 17(2), pages 233-249, July.
    10. BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K., 2007. "Nonparametric density estimation for multivariate bounded data," LIDAM Discussion Papers CORE 2007065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    11. É. Youndjé, 2022. "L1 Properties of the Nadaraya Quantile Estimator," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 867-884, August.
    12. Bouezmarni, T. & Rombouts, J.V.K., 2009. "Semiparametric multivariate density estimation for positive data using copulas," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2040-2054, April.
    13. Chen, Song Xi, 1999. "Beta kernel estimators for density functions," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 131-145, August.
    14. Bouezmarni, Taoufik & Rombouts, Jeroen V.K., 2010. "Nonparametric density estimation for positive time series," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 245-261, February.
    15. Taoufik Bouezmarni & Jeroen Rombouts, 2008. "Density and hazard rate estimation for censored and α-mixing data using gamma kernels," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(7), pages 627-643.
    16. Fourrier-Nicolaï Edwin & Lubrano Michel, 2024. "Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 319-336, April.
    17. Bouezmarni Taoufik & Ghouch El & Taamouti Abderrahim, 2013. "Bernstein estimator for unbounded copula densities," Statistics & Risk Modeling, De Gruyter, vol. 30(4), pages 343-360, December.
    18. Frédéric Ouimet, 2021. "General Formulas for the Central and Non-Central Moments of the Multinomial Distribution," Stats, MDPI, vol. 4(1), pages 1-10, January.
    19. Bertin, Karine & Genest, Christian & Klutchnikoff, Nicolas & Ouimet, Frédéric, 2023. "Minimax properties of Dirichlet kernel density estimators," Journal of Multivariate Analysis, Elsevier, vol. 195(C).
    20. Morten L Bech & Yvan Lengwiler, 2012. "The financial crisis and the changing dynamics of the yield curve," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 257-276, Bank for International Settlements.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:52:y:2000:i:3:p:471-480. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.