Log-Transform Kernel Density Estimation of Income Distribution

Log-Transform Kernel Density Estimation of Income Distribution
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收入分布的对数变换核密度估计

DOI:
10.2139/ssrn.2514882
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发表时间:
2014
期刊:
影响因子:
--
通讯作者:
Emmanuel Flachaire
Emmanuel Flachaire
中科院分区:
--
文献类型:
--
作者:
Arthur Charpentier;Emmanuel Flachaire

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标准核密度估计方法在实际中经常被用来估计密度函数。它在许多情况下都很有效。然而,已知它不适用于偏斜、多峰和重尾分布。这些特征通常与收入分配有关,定义为积极支持。在本文中,我们表明,一个初步的对数变换的数据,结合标准的核密度估计方法,可以提供一个更好的适合的密度估计。
Standard kernel density estimation methods are very often used in practice to estimate density function. It works well in numerous cases. However, it is known not to work so well with skewed, multimodal and heavy-tailed distributions. Such features are usual with income distributions, defined over the positive support. In this paper, we show that a preliminary logarithmic transformation of the data, combined with standard kernel density estimation methods, can provide a much better fit of the density estimation.
用于密度估计的内核数据压缩
DOI: --
发表时间: 2006
期刊:
影响因子: --
作者:
Atsuyuki;Kogure;Masahiko;Sagae
通讯作者: Sagae