MULTIPLICATIVE BIAS CORRECTION FOR INVERSE GAMMA AND BETA PRIME KERNEL DENSITY ESTIMATORS
Harfouche Lynda  1, @  , Ziane Yasmina  2, @  , Zougab Nabil  3, @  , Adjabi Smail  2, @  
1 : Research unit LaMOS, Higher School of Computing and Digital Sciences and Technologies (ESTIN), 06008, Amizour, Bejaia, Algeria. 06000  -  Website
2 : Research unit LaMOS, Faculty of Exact Sciences, Bejaia University, 06000 Bejaia, Algeria.  -  Website
3 : Research unit LaMOS, Faculty of technology, Bejaia University, 06000 Bejaia, Algeria.  -  Website

In this paper, we demonstrate that the multiplicative bias correction (MBC) approaches can be
extended for both Inverse Gamma (IG) and Beta Prime (BP) kernel density estimators. First,
some properties of the MBC-IG and MBC-BP kernel density estimators (bias, variance and mean
integrated squared error) are shown. Second, the least square cross validation technique (LSCV)
is adapted for the choice of bandwidth.


Subject : : Oral
Topics : Probability ans statistics
Keywords : Bandwidth ; Beta prime kernel ; Inverse gamma kernel ; Multiplicative bias correction ; Positive data
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