Afrika Statistika

Influence of the density pole on the performances of its gamma-kernel estimator

Mouloud Cherfaoui, Mohamed Boualem, Djamil Aïssani, and Smaïl Adjabi

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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.


Dans ce papier, afin de mettre en évidence l'influence du pôle d'une densité sur les performances de son estimateur à noyau gamma, nous avons réalisé une étude comparative des performances des estimateurs à noyau gamma avec ceux fournis par d'autres techniques de correction du biais aux bornes, en utilisant la technique de simulation. Les résultats obtenus montrent que, dans certains cas, la normalisation des noyaux gamma peut améliorer considérablement les performances locales et globales des estimateurs à noyau gamma.

Article information

Afr. Stat., Volume 12, Number 2 (2017), 1235-1251.

Received: 17 June 2016
Accepted: 29 April 2017
First available in Project Euclid: 14 September 2017

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Digital Object Identifier

Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62G07: Density estimation 62G20: Asymptotic properties

Shoulder condition Pole density Normalization Performances comparison


Cherfaoui, Mouloud; Boualem, Mohamed; Aïssani, Djamil; Adjabi, Smaïl. Influence of the density pole on the performances of its gamma-kernel estimator. Afr. Stat. 12 (2017), no. 2, 1235--1251. doi:10.16929/as/2017.1235.102.

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