Research of comparative analysis of nonparametric density estimation by applying Monte Carlo method

Lietuvos Matematikos Rinkinys

IndrėDrulytė¹  TomasRuzgas¹ 

[1] Kauno technologijos universitetas;

关键词: non-parametric estimation;    density evaluation;    kernel function;   

DOI  :  10.15388/LMR.B.2013.02

来源: DOAJ

【 摘 要 】

This paper presents nonparametric statistical estimation of distribution density. The Monte Carlo  method is used to show the effects of kernel function for multimodal kernel density estimation. Here it is shown that the novel kernel function is effective for asymmetrical heavy tails distributions.

【 授权许可】

Unknown