Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum–Saunders kernel estimators

We reveal the boundary bias problem of Birnbaum–Saunders, inverse Gaussian, and reciprocal inverse Gaussian kernel estimators (Jin and Kawczak, 2003; Scaillet, 2004) and re-formulate these estimators to solve the problem. We investigate asymptotic properties of a new class of asymmetric kernel estimators.

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Year of publication:	2014
Authors:	Igarashi, Gaku ; Kakizawa, Yoshihide
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 84.2014, C, p. 235-246
Publisher:	Elsevier
Subject:	Nonparametric density estimator \| Boundary bias problem \| Generalized inverse Gaussian density \| Modified Bessel function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010718805