The adaptive gamma-BSPE kernel density estimation for nonnegative heavy-tailed data

The adaptive gamma-BSPE kernel density estimation for nonnegative heavy-tailed data

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In this work, we consider the nonparametric estimation of the probability density function for nonnegative heavy-tailed (HT) data. The objective is first to propose a new estimator that will combine two regions of observations (high and low density). While associating a gamma kernel to the high-den...

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Bibliographic Details
Main Authors: Yasmina ZIANE, Nabil Zougab, Smail Adjabi
Format: Article
Language:English
Published: Institute of Sciences and Technology, University Center Abdelhafid Boussouf, Mila 2022-09-01
Series:Journal of Innovative Applied Mathematics and Computational Sciences
Subjects:
Bayesian bandwidth selector
BS-PE kernel
Cross validation
Gamma kernel
Heavy tailed data
MCMC method
Online Access:http://127.0.1.1/index.php/jiamcs/article/view/32

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http://127.0.1.1/index.php/jiamcs/article/view/32

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