Nonparametric kernel density estimation near the boundary

Computational Statistics and Data Analysis

Volumn 72, Issue , 2014, Pages 57-76

  Malec, Peter ^a   Schienle, Melanie ^b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b LEIBNIZ UNIVERSITY HANNOVER   (Germany)

Author keywords

Asymmetric kernel; Boundary correction; Kernel density estimation

Indexed keywords

ASYMMETRIC KERNEL; BOUNDARY CORRECTION; DATA-DRIVEN METHODS; EXTENSIVE SIMULATIONS; FINITE SAMPLE PERFORMANCE; KERNEL DENSITY ESTIMATION; POSITIVE RANDOM VARIABLES; REALIZED VOLATILITY;

SAMPLING; STATISTICS;

ESTIMATION;

EID: 84888358890     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2013.10.023     Document Type: Article

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