statsmodels.nonparametric.kernels_asymmetric.kernel_pdf_beta

statsmodels.nonparametric.kernels_asymmetric.kernel_pdf_beta(x, sample, bw)[source]

Beta kernel for density, pdf, estimation.

Parameters:
xarray_like, float

Points for which density is evaluated. x can be scalar or 1-dim.

samplendarray, 1-d

Sample from which kde is computed.

bwfloat

Bandwidth parameter, there is currently no default value for it.

Returns:
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. 1999. “Beta Kernel Estimators for Density Functions.” Computational Statistics & Data Analysis 31 (2): 131–45. https://doi.org/10.1016/S0167-9473(99)00010-9.


Last update: Apr 18, 2024