Multivariate generalized Birnbaum—Saunders kernel density estimators

N. Zougab, L. Harfouche, Y. Ziane and S. Adjabi

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 18, 4534-4555

Abstract: In this article, we first propose the classical multivariate generalized Birnbaum–Saunders kernel estimator for probability density function estimation in the context of multivariate non negative data. Then, we apply two multiplicative bias correction (MBC) techniques for multivariate kernel density estimator. Some properties (bias, variance, and mean integrated squared error) of the corresponding estimators are also investigated. Finally, the performances of the classical and MBC estimators based on family of generalized Birnbaum–Saunders kernels are illustrated by a simulation study.

Date: 2018
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:47:y:2018:i:18:p:4534-4555

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DOI: 10.1080/03610926.2017.1377252

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