statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_gamma2

statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_gamma2(x, sample, bw)

Gamma kernel for cdf estimation with boundary correction.

Parameters:

• x (array_like, float) – Points for which density is evaluated. x can be scalar or 1-dim.

• sample (ndarray, 1-d) – Sample from which kde is computed.

• bw (float) – Bandwidth parameter, there is currently no default value for it.

Return type:

Components for kernel estimation

References

[1]

Bouezmarni, Taoufik, and Olivier Scaillet. 2005. “Consistency of Asymmetric Kernel Density Estimators and Smoothed Histograms with Application to Income Data.” Econometric Theory 21 (2): 390–412.

[2]

Chen, Song Xi. 2000. “Probability Density Function Estimation Using Gamma Krnels.” Annals of the Institute of Statistical Mathematics 52 (3): 471–80. https://doi.org/10.1023/A:1004165218295.