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DOI: 10.1016/j.csda.2013.10.021
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References listed on IDEAS
- Wolters, Mark A., 2012. "A Greedy Algorithm for Unimodal Kernel Density Estimation by Data Sharpening," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 47(i06).
- Alexandre Leblanc, 2010. "A bias-reduced approach to density estimation using Bernstein polynomials," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(4), pages 459-475.
- Thas, O. & Ottoy, J. P., 2003. "Some generalizations of the Anderson-Darling statistic," Statistics & Probability Letters, Elsevier, vol. 64(3), pages 255-261, September.
- Markowitz, Harry M & Usmen, Nilufer, 1996. "The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference," Journal of Risk and Uncertainty, Springer, vol. 13(3), pages 207-219, November.
- Kevin Fergusson & Eckhard Platen, 2006.
"On the Distributional Characterization of Daily Log-Returns of a World Stock Index,"
Applied Mathematical Finance, Taylor & Francis Journals, vol. 13(1), pages 19-38.
- Kevin Fergusson & Eckhard Platen, 2005. "On the Distributional Characterization of Log-returns of a World Stock Index," Research Paper Series 153, Quantitative Finance Research Centre, University of Technology, Sydney.
- Sonia Petrone & Larry Wasserman, 2002. "Consistency of Bernstein polynomial posteriors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(1), pages 79-100, January.
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Cited by:
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- Rasool Roozegar & Saralees Nadarajah & Eisa Mahmoudi, 2022. "The Power Series Exponential Power Series Distributions with Applications to Failure Data Sets," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(1), pages 44-78, May.
- Ouimet, Frédéric, 2021. "Asymptotic properties of Bernstein estimators on the simplex," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
- Ghosh, Sujit K. & Burns, Christopher B. & Prager, Daniel L. & Zhang, Li & Hui, Glenn, 2018. "On nonparametric estimation of the latent distribution for ordinal data," Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 86-98.
- Zhou, Haiming & Huang, Xianzheng, 2022. "Bayesian beta regression for bounded responses with unknown supports," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
- Burns, Christopher & Prager, Daniel & Ghosh, Sujit & Goodwin, Barry, 2015. "Imputing for Missing Data in the ARMS Household Section: A Multivariate Imputation Approach," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205291, Agricultural and Applied Economics Association.
- Liu, Bowen & Ghosh, Sujit K., 2020. "On empirical estimation of mode based on weakly dependent samples," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).
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Keywords
Bernstein polynomials; Density estimation; Mixture models; Unimodal;All these keywords.
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