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Recursive asymmetric kernel density estimation for nonnegative data. (English) Zbl 1472.62055

Summary: Recursive nonparametric density estimation for nonnegative data is considered, using an asymmetric kernel with nonnegative support. It has a computational advantage in a situation where a huge number of data are sequentially collected. The recursive asymmetric kernel estimator keeps desirable asymptotic properties similar to the ordinary non-recursive asymmetric kernel estimator. Also, simulation studies and a real data analysis are performed for illustration.

MSC:

62G07 Density estimation
62G20 Asymptotic properties of nonparametric inference

Software:

KernSmooth
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Full Text: DOI

References:

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