statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_lognorm¶
- statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_lognorm(x, sample, bw)[source]¶
Log-normal kernel for cumulative distribution, 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
Notes
Warning: parameterization of bandwidth will likely be changed
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.