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DELTD (version 2.6.5)

DELTD-package: DELTD

Description

A collection of asymmetrical kernels belong to lifetime distributions for kernel density estimation is presented. i.e. plot.BS, plot.Erlang, plot.Gamma, plot.LN and for plotting all densities at same time dencomb. Estimated values can also observed by using BS, Gamma, Erlang and LN. For calculating mean squared error by using different kernels functions are mseBS, mseEr, mseGamma and mseLN.

Arguments

Details

Kernel Density Estimation using Lifetime Distributions

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<U+2013>124.

  • Salha, R. B.; Ahmed, E. S.; Alhoubi, I. M. 2014. Hazard rate function estimation ksing Erlang Kernel. Pure Mathematical Sciences 3 (4), 141<U+2013>152.

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

See Also

Useful links: