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Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions

  • Published:2023-02-13 Issue:12 Volume:93 Page:2110-2135
  • ISSN:0094-9655
  • Container-title:Journal of Statistical Computation and Simulation
  • language:en
  • Short-container-title:Journal of Statistical Computation and Simulation

Author:

Henderson Daniel J.123ORCID,Papadopoulos Alecos4ORCID,Parmeter Christopher F.5ORCID

Affiliation:

1. Department of Economics, Finance and Legal Studies, University of Alabama, Tuscaloosa, AL, USA

2. School of Mathematical Sciences, Nankai University, Tianjin, People's Republic of China

3. Institute for the Study of Labor (IZA), Bonn, Germany

4. Department of Economics, Athens University of Economics and Business, Athens, Attica, Greece

5. Department of Economics, University of Miami, Coral Gables, FL, USA

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

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