Qualitative and asymptotic performance of SNP density estimators
From MaRDI portal
Publication:1126496
DOI10.1016/0304-4076(95)01752-6zbMath0866.62078OpenAlexW2022884727MaRDI QIDQ1126496
Victor M. Fenton, A. Ronald Gallant
Publication date: 8 December 1996
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(95)01752-6
Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Related Items
Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance, Semi-nonparametric estimation of binary response models with an application to natural resource valuation, Estimating continuous-time stochastic volatility models of the short-term interest rate, Estimation of stochastic volatility models with diagnostics, Volume, volatility, and leverage: A dynamic analysis, “Smooth” Semiparametric Regression Analysis for Arbitrarily Censored Time-to-Event Data, Asymptotic and qualitative performance of non-parametric density estimators: a comparative study, Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale, Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities, Model averaging quantiles from data censored by a limit of detection, Gram–Charlier densities: a multivariate approach, The relative efficiency of method of moments estimators, Semi-nonparametric estimation of secret reserve prices in auctions, A practical guide to compact infinite dimensional parameter spaces, Cross-validated SNP density estimates, Generalized Linear Latent Variable Models with Flexible Distribution of Latent Variables
Uses Software
Cites Work
- Semi-Nonparametric Maximum Likelihood Estimation
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
- Approximation of least squares regression on nested subspaces
- Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards \(F\) test truncation rule
- On the asymptotic normality of Fourier flexible form estimates
- Exact mean integrated squared error
- Estimating the dimension of a model
- Nonparametric estimation of structural models for high-frequency currency market data
- Progress in data-based bandwidth selection for kernel density estimation
- Fitting autoregressive models for prediction
- Nonlinear Dynamic Structures
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- A More Portable Fortran Random Number Generator
- The nonlinear mixed effects model with a smooth random effects density
- Generalized Predictive Tests and Structural Change Analysis in Econometrics
- Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
- Convergence Rates of SNP Density Estimators
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item