Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data

C Marchant, K Bertin, V Leiva, H Saulo - Computational Statistics & Data …, 2013 - Elsevier
The kernel method is a nonparametric procedure used to estimate densities with support in
R. When nonnegative data are modeled, the classical kernel density estimator presents a …

Probit transformation for kernel density estimation on the unit interval

G Geenens - Journal of the American Statistical Association, 2014 - Taylor & Francis
Kernel estimation of a probability density function supported on the unit interval has proved
difficult, because of the well-known boundary bias issues a conventional kernel density …

Probabilistic wind power forecasting based on logarithmic transformation and boundary kernel

Y Zhang, J Wang, X Luo - Energy conversion and management, 2015 - Elsevier
Abstracts Probabilistic wind power forecasting not only produces the expectation of wind
power output, but also gives quantitative information on the associated uncertainty, which is …

On the boundary properties of Bernstein polynomial estimators of density and distribution functions

A Leblanc - Journal of Statistical Planning and Inference, 2012 - Elsevier
For density and distribution functions supported on [0, 1], Bernstein polynomial estimators
are known to have optimal mean integrated squared error (MISE) properties under the usual …

[HTML][HTML] Boundary kernels for adaptive density estimators on regions with irregular boundaries

JC Marshall, ML Hazelton - Journal of Multivariate Analysis, 2010 - Elsevier
In some applications of kernel density estimation the data may have a highly non-uniform
distribution and be confined to a compact region. Standard fixed bandwidth density …

Boundary performance of the beta kernel estimators

S Zhang, RJ Karunamuni - Journal of Nonparametric Statistics, 2010 - Taylor & Francis
The beta kernel estimators are shown in Chen [SX Chen, Beta kernel estimators for density
functions, Comput. Statist. Data Anal. 31 (1999), pp. 131–145] to be non-negative and have …

On boundary correction in kernel estimation of ROC curves

J Koláček, RJ Karunamuni - Austrian Journal of Statistics, 2009 - ajs.or.at
Abstract The Receiver Operating Characteristic (ROC) curve is a statistical tool for
evaluating the accuracy of diagnostics tests. The empirical ROC curve (which is a step …

Оценка надежности вычислительных систем непараметрическим методом по малым выборкам эксплуатационных данных

ВС Никулин, АИ Пестунов - Вестник НГУЭУ, 2024 - nsuem.elpub.ru
Аннотация Предложена новая методика оценки надежности небольших
вычислительных систем, позволяющих сформировать только малые выборки …

An improved transformation-based kernel estimator of densities on the unit interval

K Wen, X Wu - Journal of the American Statistical Association, 2015 - Taylor & Francis
The kernel density estimator (KDE) suffers boundary biases when applied to densities on
bounded supports, which are assumed to be the unit interval. Transformations map** the …

[CARTE][B] Data-fitted generic second order macroscopic traffic flow models

S Fan - 2013 - search.proquest.com
Abstract The Aw-Rascle-Zhang (ARZ) model has become a favorable''second order"
macroscopic traffic model, which corrects several shortcomings of the Payne-Whitham (PW) …