Convergence Rates of SNP Density Estimators
From MaRDI portal
Publication:4883111
DOI10.2307/2171869zbMath0848.62023OpenAlexW2094384000MaRDI QIDQ4883111
A. Ronald Gallant, Victor M. Fenton
Publication date: 5 August 1996
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2171869
almost sure convergencemethod of moments estimationseminonparametric density estimationstructural, reduced form
Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Related Items (14)
Identification and estimation in sequential, asymmetric, English auctions ⋮ Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance ⋮ Estimation of stochastic volatility models with diagnostics ⋮ Qualitative and asymptotic performance of SNP density estimators ⋮ On Kolmogorov's representation of functions of several variables by functions of one variable ⋮ Asymptotic and qualitative performance of non-parametric density estimators: a comparative study ⋮ Comparison of nonparametric methods in nonlinear mixed effects models ⋮ CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION ⋮ Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities ⋮ CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA ⋮ Estimation of dynamic models with nonparametric simulated maximum likelihood ⋮ Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study ⋮ Local nonlinear least squares: using parametric information in nonparametric regression ⋮ Semi-nonparametric estimation of secret reserve prices in auctions
This page was built for publication: Convergence Rates of SNP Density Estimators
