Measuring timeliness of annual reports filing by jump additive models

DOI10.1214/20-AOAS1365zbMath1498.62311OpenAlexW3115844269MaRDI QIDQ2078728

Yicheng Kang

Publication date: 3 March 2022

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/20-aoas1365

zbMATH Keywords

jump detectionbackfittingjump-preserving estimationdecision usefulnessmarket reactionshortened reporting lag

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Uses Software

• ElemStatLearn

Cites Work

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