Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities
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Publication:3594911
DOI10.1111/j.1368-423X.2007.00197.xzbMath1116.62056MaRDI QIDQ3594911
Publication date: 9 August 2007
Published in: The Econometrics Journal (Search for Journal in Brave)
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)
Cites Work
- Semi-Nonparametric Maximum Likelihood Estimation
- Qualitative and asymptotic performance of SNP density estimators
- On the asymptotic normality of Fourier flexible form estimates
- Convergence rates and asymptotic normality for series estimators
- Cross-validated SNP density estimates
- Entropy, divergence and distance measures with econometric applications
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
- Convergence Rates of SNP Density Estimators
- Probability Inequalities for Sums of Bounded Random Variables
- Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
- Consistent Nonparametric Entropy-Based Testing
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