Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data

The kernel method is a nonparametric procedure used to estimate densities with support in R. When nonnegative data are modeled, the classical kernel density estimator presents a bias problem in the neighborhood of zero. Several methods have been developed to reduce this bias, which include the boundary kernel, data transformation and reflection methods. An alternative proposal is to use kernel estimators based on distributions with nonnegative …