Log-Transform Kernel Density Estimation of Income Distribution
Log-Transform Kernel Density Estimation of Income Distribution
复制标题
收入分布的对数变换核密度估计
DOI:
10.2139/ssrn.2514882
复制
发表时间:
2014
期刊:
影响因子:
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通讯作者:
Emmanuel Flachaire
中科院分区:
文献类型:
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作者:
Arthur Charpentier;Emmanuel Flachaire
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.
DOI:
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发表时间:
2006
期刊:
影响因子:
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作者:
Atsuyuki;Kogure;Masahiko;Sagae
通讯作者:
Sagae