Abstract
Unlike symmetric kernels, so far exploring asymptotics on asymmetric kernels has relied on diversified approaches. This paper proposes a family of the generalised gamma (GG) kernels that is built on the probability density function of the GG distribution [Stacy, E.W. (1962), ‘A Generalization of the Gamma Distribution’, Annals of Mathematical Statistics, 33, 1187–1192] and a few common conditions. The family can generate asymmetric kernels that share appealing properties with the modified gamma kernel [Chen, S.X. (2000), ‘Probability Density Function Estimation Using Gamma Kernels’, Annals of the Institute of Statistical Mathematics, 52, 471–480]. Asymptotics on the kernels generated from the family can be delivered by manipulating the conditions directly, as with symmetric kernels.
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