Log-transform kernel density estimation of income distribution

Our paper Log-transform kernel density estimationof income distribution, written with Emmanuel Flachaire is now available on http://papers.ssrn.com/id=2514882, 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. We first show t...