scholarly journals Kernel Density Estimation for Heavy-tailed Distributions using the Champernowne Transformation

2005 ◽  
Author(s):  
Tine Buch-Kromann ◽  
Jens Perch Nielsen ◽  
Montserrat Guillén ◽  
Catalina Bolancé
Keyword(s):  
Density Estimation ◽  
Kernel Density Estimation ◽  
Kernel Density ◽  
Heavy Tailed Distributions ◽  
Heavy Tailed

scholarly journals Log-Transform Kernel Density Estimation of Income Distribution

2016 ◽  
Vol 91 (1-2) ◽  
pp. 141-159 ◽  
Author(s):  
Arthur Charpentier ◽  
Emmanuel Flachaire
Keyword(s):  
Income Distribution ◽  
Density Estimation ◽  
Kernel Density Estimation ◽  
Kernel Density ◽  
Estimation Methods ◽  
Density Functions ◽  
Income Distributions ◽  
Heavy Tailed Distributions ◽  
Heavy Tailed ◽  
Positive Support

Standard kernel density estimation methods are very often used in practice to estimate density functions. It works well in numerous cases. However, it is known not to work so well with skewed, multimodal and heavy-tailed distributions. Such features are usual with income distributions, defined over the positive support. In this paper, we show that a preliminary logarithmic transformation of the data, combined with standard kernel density estimation methods, can provide a much better fit of the density estimation.

scholarly journals Kernel density estimation for heavy-tailed distributions using the champernowne transformation

Statistics ◽  
2005 ◽  
Vol 39 (6) ◽  
pp. 503-516 ◽  
Author(s):  
Tine Buch-larsen ◽  
Jens Perch Nielsen ◽  
Montserrat Guillén ◽  
Catalina Bolancé
Keyword(s):  
Density Estimation ◽  
Kernel Density Estimation ◽  
Kernel Density ◽  
Heavy Tailed Distributions ◽  
Heavy Tailed

Body tail adaptive kernel density estimation for nonnegative heavy-tailed data

2021 ◽  
Vol 27 (1) ◽  
pp. 57-69
Author(s):  
Yasmina Ziane ◽  
Nabil Zougab ◽  
Smail Adjabi
Keyword(s):  
Density Estimation ◽  
Kernel Density Estimation ◽  
Kernel Density ◽  
Kernel Estimator ◽  
Real Data ◽  
Density Region ◽  
Data Set ◽  
Bandwidth Parameter ◽  
Adaptive Kernel ◽  
Heavy Tailed

Abstract In this paper, we consider the procedure for deriving variable bandwidth in univariate kernel density estimation for nonnegative heavy-tailed (HT) data. These procedures consider the Birnbaum–Saunders power-exponential (BS-PE) kernel estimator and the bayesian approach that treats the adaptive bandwidths. We adapt an algorithm that subdivides the HT data set into two regions, high density region (HDR) and low-density region (LDR), and we assign a bandwidth parameter for each region. They are derived by using a Monte Carlo Markov chain (MCMC) sampling algorithm. A series of simulation studies and real data are realized for evaluating the performance of a procedure proposed.

scholarly journals Author Correction: An extended Weight Kernel Density Estimation model forecasts COVID-19 onset risk and identifies spatiotemporal variations of lockdown effects in China

2021 ◽  
Vol 4 (1) ◽  
Author(s):  
Wenzhong Shi ◽  
Chengzhuo Tong ◽  
Anshu Zhang ◽  
Bin Wang ◽  
Zhicheng Shi ◽  
...  
Keyword(s):  
Density Estimation ◽  
Kernel Density Estimation ◽  
Kernel Density ◽  
Spatiotemporal Variations ◽  
Estimation Model

A Correction to this paper has been published: https://doi.org/10.1038/s42003-021-01924-6

scholarly journals Identifying the density of grassland fire points with kernel density estimation based on spatial distribution characteristics

2021 ◽  
Vol 13 (1) ◽  
pp. 796-806
Author(s):  
Zhen Shuo ◽  
Zhang Jingyu ◽  
Zhang Zhengxiang ◽  
Zhao Jianjun
Keyword(s):  
Spatial Distribution ◽  
Density Estimation ◽  
Kernel Density Estimation ◽  
Function Method ◽  
Kernel Density ◽  
Fire Occurrence ◽  
Distribution Characteristics ◽  
Fire Point ◽  
Spatial Distribution Characteristics ◽  
Grassland Fire

Abstract Understanding the risk of grassland fire occurrence associated with historical fire point events is critical for implementing effective management of grasslands. This may require a model to convert the fire point records into continuous spatial distribution data. Kernel density estimation (KDE) can be used to represent the spatial distribution of grassland fire occurrences and decrease the influences historical records in point format with inaccurate positions. The bandwidth is the most important parameter because it dominates the amount of variation in the estimation of KDE. In this study, the spatial distribution characteristic of the points was considered to determine the bandwidth of KDE with the Ripley’s K function method. With high, medium, and low concentration scenes of grassland fire points, kernel density surfaces were produced by using the kernel function with four bandwidth parameter selection methods. For acquiring the best maps, the estimated density surfaces were compared by mean integrated squared error methods. The results show that Ripley’s K function method is the best bandwidth selection method for mapping and analyzing the risk of grassland fire occurrence with the dependent or inaccurate point variable, considering the spatial distribution characteristics.

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