Show simple item record

dc.contributor.authorKoekemoer, Gerhard
dc.contributor.authorSwanepoel, Jan W.H.
dc.date.accessioned2010-05-10T10:48:08Z
dc.date.available2010-05-10T10:48:08Z
dc.date.issued2008
dc.identifier.citationKoekemoer, G. & Swanepoel, J.W.H. 2008. Transformation Kernel density estimation with applications. Journal of computational and graphical statistics, 17(3):750-769. [http://dx.doi.org/10.1198/106186008X318585]en
dc.identifier.issn1061-8600 Online
dc.identifier.issn1537-2715
dc.identifier.urihttp://hdl.handle.net/10394/2967
dc.identifier.urihttp://dx.doi.org/10.1198/106186008X318585
dc.identifier.urihttp://amstat.tandfonline.com/doi/abs/10.1198/106186008X318585
dc.description.abstractOne of the main objectives of this article is to derive efficient nonparametric estimators for an unknown density fX. It is well known that the ordinary kernel density estimator has, despite several good properties, some serious drawbacks. For example, it suffers from boundary bias and it also exhibits spurious bumps in the tails. We propose a semiparametric transformation kernel density estimator to overcome these defects. It is based on a new semiparametric transformation function that transforms data to normality. A generalized bandwidth adaptation procedure is also developed. It is found that the newly proposed semiparametric transformation kernel density estimator performs well for unimodal, low, and high kurtosis densities. Moreover, it detects and estimates densities with excessive curvature (e.g., modes and valleys) more effectively than existing procedures. In conclusion, practical examples based on real-life data are presented
dc.language.isoenen
dc.publisherTaylor & Francisen
dc.subjectAdaptive bandwidth selection
dc.subjectNormality
dc.subjectSemiparametric
dc.titleTransformation Kernel density estimation with applicationsen
dc.typeArticleen
dc.contributor.researchID10096353 - Koekemoer, Gerhard
dc.contributor.researchID10177507 - Swanepoel, Jan Willem Hendrik


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record