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Influence of the density pole on the performances of its gamma-kernel estimator. (English. French summary) Zbl 1373.62143

Summary: In this paper, we aim at highlighting the influence of the density pole on the performances of its gamma-kernel estimator. To do this, we performed a comparative study for the performances of the gamma-kernel estimators with those provided by other bias effect correction techniques at the bounds, using the simulation technique. In conclusion, the results obtained confirm those provided in the literature and show that in some cases the normalization of the gamma estimators can considerably improve local and global performances of the gamma-kernel estimators.

MSC:

62G07 Density estimation
62G20 Asymptotic properties of nonparametric inference