Adaptive Bayesian bandwidth selection in asymmetric kernel density estimation for nonnegative heavy-tailed data

In this paper, we consider an interesting problem on adaptive Birnbaum-Saunders-power-exponential (BS-PE) kernel density estimation for nonnegative heavy-tailed (HT) data. Treating the variable bandwidths , of adaptive BS-PE kernel as parameters, we then propose a conjugate prior and estimate the &#...

Ausführliche Beschreibung