Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities

This paper studies the uniform convergence rate of the truncated seminonparametric (SNP) density estimator. Using the uniform convergence rate result we obtain, we propose a test statistic testing the equivalence of two unknown densities where two densities are estimated using the SNP estimator and supports of densities are possibly unbounded. Copyright Royal Economic Society 2007

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Year of publication:	2007
Authors:	Kim, Kyoo il
Published in:	Econometrics Journal. - Royal Economic Society - RES. - Vol. 10.2007, 1, p. 1-34
Publisher:	Royal Economic Society - RES

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005405453