Inverse beta transformation in kernel density estimation

被引：23

作者：

Bolance, Catalina ^{[1
]}

Guillen, Montserrat ^{[1
]}

Nielsen, Jens Perch ^{[2
]}

机构：

[1] Univ Barcelona, Dept Econometr, RFA IREA, Barcelona 08034, Spain

[2] City Univ London, Cass Business Sch, London EC1Y 8TZ, England

来源：

STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 13期

关键词：

D O I：

10.1016/j.spl.2008.01.028

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A transformation kernel density estimator that is suitable for heavy-tailed distributions is presented. Using a double transformation, the choice of the bandwidth parameter becomes straightforward. An illustration and simulation results are presented. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：1757 / 1764

页数：8

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