Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities

This paper studies the uniform convergence rate of the turncated SNP (semi-nonparametric) 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.

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Year of publication:	2006-09
Authors:	Kim, Kyoo il
Institutions:	School of Economics, Singapore Management University
Subject:	SNP Density Estimator \| Uniform Convergence Rate \| Comparison of Two Densities

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Published in SMU Economics and Statistics Working Paper Series Number 20-2006 35 pages
Classification:	C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005056812