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Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths.
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- Author(s): Somé, Sobom M.; Kokonendji, Célestin C.; Adjabi, Smail; Mamode Khan, Naushad A.; Beddek, Said
- Source:
Computational Statistics; Apr2024, Vol. 39 Issue 2, p905-937, 33p- Subject Terms:
- Source:
- Additional Information
- Abstract: The modified (or second version) gamma kernel of Chen [Probability density function estimation using gamma kernels, Annals of the Institute of Statistical Mathematics 52 (2000), pp. 471–480] should not be automatically preferred to the standard (or first version) gamma kernel, especially for univariate convex densities with a pole at the origin. In the multivariate case, multiple combined gamma kernels, defined as a product of univariate standard and modified ones, are here introduced for nonparametric and semiparametric smoothing of unknown orthant densities with support [ 0 , ∞) d . Asymptotical properties of these multivariate associated kernel estimators are established. Bayesian estimation of adaptive bandwidth vectors using multiple pure combined gamma smoothers, and in semiparametric setup, are exactly derived under the usual quadratic function. The simulation results and four illustrations on real datasets reveal very interesting advantages of the proposed combined approach for nonparametric smoothing, compare to both pure standard and pure modified gamma kernel versions, and under integrated squared error and average log-likelihood criteria. [ABSTRACT FROM AUTHOR]
- Abstract: Copyright of Computational Statistics is the property of Springer Nature and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
- Abstract:
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