期刊
JOURNAL OF APPLIED STATISTICS
卷 42, 期 8, 页码 1645-1658出版社
TAYLOR & FRANCIS LTD
DOI: 10.1080/02664763.2015.1004626
关键词
62G99; 62G07; cross validation; BSPE kernel; bandwidth; prior distribution; loss functions; HT data
In this paper, we consider an interesting problem on adaptive Birnbaum-Saunders-power-exponential (BS-PE) kernel density estimation for nonnegative heavy-tailed (HT) data. Treating the variable bandwidths , of adaptive BS-PE kernel as parameters, we then propose a conjugate prior and estimate the 's by using the popular quadratic and entropy loss functions. Explicit formulas are obtained for the posterior and Bayes estimators. Comparison simulations with global unbiased cross-validation bandwidth selection technique were conducted under four HT distributions. Finally, two applications based on HT real data are presented and analyzed.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据