| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154628 | Statistics & Probability Letters | 2008 | 8 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Catalina Bolancé, Montserrat Guillén, Jens Perch Nielsen,