This paper investigates nonparametric estimation of density on [0,1]. The kernel estimator of density on [0,1] has been … found to be sensitive to both bandwidth and kernel. This paper proposes a unified Bayesian framework for choosing both the … bandwidth and kernel function. In a simulation study, the Bayesian bandwidth estimator performed better than others, and kernel …

Standard fixed symmetric kernel type density estimators are known to encounter problems for positive random variables … with a large probability mass close to zero. We show that in such settings, alternatives of asymmetric gamma kernel … zero and the exact form of the chosen kernel. We therefore suggest a refined version of the gamma kernel with an additional …