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Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths

Somé, Sobom M. et al.
arXiv (All) · Papers
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statistics-theory
A modified gamma kernel should not be automatically preferred to the standard 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 introdu
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