statsmodels.nonparametric.kernels_asymmetric.kernel_pdf_gamma2

statsmodels.nonparametric.kernels_asymmetric.kernel_pdf_gamma2(x, sample, bw)

Gamma kernel for density, pdf, estimation with boundary correction

Parameters:

xfloat or array_like

Points at which the kernel is evaluated. x can be scalar or 1-dim.

samplearray_like

1-d sample from which the kernel estimate is computed.

bwfloat

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

Returns:

ndarray

Kernel values evaluated at x for each point in sample.

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 Kernels.” Annals of the Institute of Statistical Mathematics 52 (3): 471-80. https://doi.org/10.1023/A:1004165218295.