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
.
Kernel Density Estimation using Lifetime Distributions
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.
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