All Questions
4
questions
0
votes
0
answers
50
views
How to prove symmetry of a Uniform kernel?
I am trying to prove this kernel is valid,
$$
K(x) = \frac{1}{2}I(-1 < x < 1)
$$
So far I can integrate to 1, but how do I prove $$k(x) = k(-x)$$
Also, how do we satisfy that k(x) is $\ge$ 0 for ...
2
votes
1
answer
115
views
Density plot with epanechnikov with exceedance data
I'm trying to replicate empirical density plot from the paper "Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution".
The data is ...
- 8,445
3
votes
1
answer
100
views
how to understand this math formula for bandwidth calculation?
I am reading a paper that uses the following equation to calculate the optimal bandwidth, however, I am confused about the position of "4" and "3" in the equation. is this a typo? or what does it mean?...
- 445
4
votes
0
answers
88
views
Nonparametric estimation of the logarithm of a density
I was wondering whether there is an equivalent to Kernel Density Estimation to estimate nonparametrically the logarithm of a density. Or if there is any nonparametric method for that. (Taking the ...
- 786