Exponential series estimator of multivariate densities
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Publication:530957
DOI10.1016/j.jeconom.2009.11.005zbMath1431.62144OpenAlexW3122342288MaRDI QIDQ530957
Publication date: 1 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.11.005
Applications of statistics to economics (62P20) Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Statistical aspects of information-theoretic topics (62B10)
Related Items (7)
Nonparametric estimation of first-price auctions with risk-averse bidders ⋮ Maximum entropy analysis of consumption-based capital asset pricing model and volatility ⋮ Minimizing oracle-structured composite functions ⋮ Sieve maximum likelihood estimation of the spatial autoregressive Tobit model ⋮ Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence ⋮ Transformation-based nonparametric estimation of multivariate densities ⋮ A diagnostic test for specification of copulas under censorship
Uses Software
Cites Work
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