statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_gamma¶
- statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_gamma(x, sample, bw)[source]¶
Gamma kernel for cumulative distribution, cdf, estimation.
- Parameters:
- xarray_like,
float
Points for which density is evaluated.
x
can be scalar or 1-dim.- sample
ndarray
, 1-d Sample from which kde is computed.
- bw
float
Bandwidth parameter, there is currently no default value for it.
- xarray_like,
- Returns:
Components
for
kernel
estimation
References
[1]Bouezmarni, Taoufik, and Olivier Scaillet. 2005. “Consistency of Asymmetric Kernel Density Estimators and Smoothed Histograms with Application to Income Data.” Econometric Theory 21 (2): 390–412.
[2]Chen, Song Xi. 2000. “Probability Density Function Estimation Using Gamma Krnels.” Annals of the Institute of Statistical Mathematics 52 (3): 471–80. https://doi.org/10.1023/A:1004165218295.