statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_bs¶
- statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_bs(x, sample, bw)[source]¶
Birnbaum Saunders (normal) kernel for cdf estimation.
- Parameters:¶
- xarray_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.
- xarray_like,
- Returns:¶
Components
for
kernel
estimation
References
[1]Jin, Xiaodong, and Janusz Kawczak. 2003. “Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data.” Annals of Economics and Finance 4: 103–24.
[2]Mombeni, Habib Allah, B Masouri, and Mohammad Reza Akhoond. 2019. “Asymmetric Kernels for Boundary Modification in Distribution Function Estimation.” REVSTAT, 1–27.
Last update:
Oct 29, 2024