DELTD-package: DELTD

DELTD-packageR Documentation

DELTD

Description

A collection of asymmetrical kernels belong to lifetime distributions for kernel density estimation is presented. i.e. plot.BS, plot.Beta, plot.Erlang, plot.Gamma and plot.LogN. Estimated values can also observed by using Beta, BS, Gamma, Erlang and LogN. For calculating mean squared error by using different kernels functions are mse can be used.

A collection of asymmetrical kernels belong to lifetime distributions for kernel density estimation is presented. i.e. plot.BS, plot.Erlang, plot.Gamma and plot.LogN. Estimated values can also observed by using BS, Gamma, Erlang and LogN, where data can belong to any distribution. For calculating mean squared error by using different kernel functions mse .

Details

Kernel Density Estimation using Lifetime Distributions

Kernel Density Estimation using Lifetime Distributions

Author(s)

Javaria Ahmad Khan, Atif Akbar.

Javaria Ahmad Khan, Atif Akbar.

References

  • Jin, X.; Kawczak, J. 2003. Birnbaum-Saunders & Lognormal kernel estimators for modeling durations in high frequency financial data. Annals of Economics and Finance 4, 103–124.

  • Salha, R. B.; Ahmed, E. S.; Alhoubi, I. M. 2014. Hazard rate function estimation using Erlang Kernel. Pure Mathematical Sciences 3 (4), 141–152.

  • Chen, S. X. 2000. Probability density function estimation using Gamma kernels. Annals of the Institute of Statistical Mathematics 52 (3), 471-480.

  • Chen, S. X. 2000. Beta kernel smothers for regression curves. Statistica Sinica 10, 73-91.

  • Buckland, S. T.; Burnham, K. P.; Anderson, D. R.; Laake, J. L. 1993. Density Estimation using Distance Sampling. Chapman & Hall, London.

  • Jin, X.; Kawczak, J. 2003. Birnbaum-Saunders & Lognormal kernel estimators for modeling durations in high frequency financial data. Annals of Economics and Finance 4, 103-124.

  • Salha, R. B.; Ahmed, E. S.; Alhoubi, I. M. 2014. Hazard rate function estimation using Erlang Kernel. Pure Mathematical Sciences 3 (4), 141-152.

  • Chen, S. X. 2000. Probability density function estimation using Gamma kernels. Annals of the Institute of Statistical Mathematics 52 (3), 471-480.

  • Chen, S. X. 2000.Beta kernel smoothers for regression curves. Statistica Sinica 10, 73-91.

See Also

Useful links:

Useful links:


DELTD documentation built on Sept. 21, 2022, 9:10 a.m.