statsmodels.nonparametric.kernels_asymmetric.kernel_pdf_gamma

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

Gamma 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. 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.


Last update: Feb 14, 2024