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A class of Birnbaum–Saunders type kernel density estimators for nonnegative data
Computational Statistics & Data Analysis ( IF 1.8 ) Pub Date : 2021-04-13 , DOI: 10.1016/j.csda.2021.107249
Yoshihide Kakizawa

Nonparametric density estimation using a class of deformed skew Birnbaum–Saunder (BS) type kernels is suggested for nonnegative data. A remarkable feature of new skew BS type kernel density estimators lies in its general formulation via asymmetry parameter as well as density generator. Mean integrated squared errors of the proposed estimators are investigated, together with strong consistency and asymptotic normality. Simulation studies and applications to real data sets are presented.



中文翻译:

非负数据的一类Birnbaum–Saunders型核密度估计器

对于非负数据,建议使用一类变形歪斜Birnbaum–Saunder(BS)类型核进行非参数密度估计。新的偏斜BS型核密度估计器的显着特征在于其通过不对称参数以及密度生成器的一般公式。研究了所提出估计量的平均积分平方误差,以及强一致性和渐近正态性。介绍了仿真研究及其在真实数据集上的应用。

更新日期:2021-04-16
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