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  • Search: subject:"R statistical computation language"
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High frequency data 1 Kernel nonparametric method 1 Kurtosis 1 Monte Carlo method 1 R statistical computation language 1
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Bertin, Karine 1 Leiva, Víctor 1 Marchant, Carolina 1 Saulo, Helton 1
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Computational Statistics & Data Analysis 1
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Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data
Marchant, Carolina; Bertin, Karine; Leiva, Víctor; … - In: Computational Statistics & Data Analysis 63 (2013) C, pp. 1-15
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 bias problem in the neighborhood of zero. Several methods have been developed to reduce this bias, which include the...
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