statsmodels.nonparametric.kernels_asymmetric.kernel_pdf_invgamma¶
- statsmodels.nonparametric.kernels_asymmetric.kernel_pdf_invgamma(x, sample, bw)[source]¶
Inverse gamma kernel for density, pdf, estimation.
Based on cdf kernel by Micheaux and Ouimet (2020)
- Parameters:
- Returns:
Components
for
kernel
estimation
References
[1]Micheaux, Pierre Lafaye de, and Frédéric Ouimet. 2020. “A Study of Seven Asymmetric Kernels for the Estimation of Cumulative Distribution Functions,” November. https://arxiv.org/abs/2011.14893v1.