Abstract
Nonparametric density estimation using a class of deformed skew Birnbaum–Saunder (BS) type kernels is suggested for nonnegative data. A remarkable feature of new skew BS type kernel density estimators lies in its general formulation via asymmetry parameter as well as density generator. Mean integrated squared errors of the proposed estimators are investigated, together with strong consistency and asymptotic normality. Simulation studies and applications to real data sets are presented.
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