首页|Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data

Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data

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The Birnbaum-Saunders distribution has been generalized in various ways, for parametric or nonparametric statistical inference. In this paper, as a remedy for the boundary bias problem of nonparametric density estimation, a family of deformed multivariate elliptical-based non-central Birnbaum-Saunders kernel density estimators is introduced, and its asymptotic mean integrated squared error is discussed. The simulation results reveal that a novel log-elliptical density estimator has a good performance in small sample size. (c) 2021 Elsevier Inc. All rights reserved.

Boundary bias problemElliptical-based Birnbaum-Saunders distributionLog-elliptical distributionMultivariate density estimationMULTIPLICATIVE BIAS CORRECTIONFAMILYDISTRIBUTIONSINVERSE

Kakizawa, Yoshihide

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Hokkaido Univ

2022

Journal of Multivariate Analysis

Journal of Multivariate Analysis

SCI
ISSN:0047-259X
年,卷(期):2022.187
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