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  • Search: subject:"asymmetric kernel"
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Year of publication
Subject
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asymmetric kernel 6 Kernel density estimation 2 Nichtparametrisches Verfahren 2 Schätztheorie 2 boundary correction 2 degenerate U-statistic 2 generalized gamma kernels 2 nonparametric kernel testing 2 smoothing parameter selection 2 symmetry test 2 two-sample goodness-of-fit test 2 Asymmetric kernel 1 Bayes factor 1 Börsenkurs 1 Core 1 Estimation theory 1 Handelsvolumen der Börse 1 Nonparametric statistics 1 Schätzung 1 Statistical distribution 1 Statistical test 1 Statistische Verteilung 1 Statistischer Test 1 Theorie 1 Volatilität 1 boundary bias 1 gamma kernel 1 health insurance 1 income distribution 1 inverse Gaussian kernel 1 kernel selection 1 loss distribution 1 marginal likelihood 1 nonparametric testing 1 reciprocal inverse Gaussian kernel 1 recovery-rate density 1 semiparametric density estimation 1 specification testing 1 symmetry 1
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Online availability
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Free 7
Type of publication
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Book / Working Paper 5 Article 2
Type of publication (narrower categories)
All
Article 1 Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
All
English 5 Undetermined 2
Author
All
Hirukawa, Masayuki 2 Malec, Peter 2 SCAILLET, Olivier 2 Sakudo, Mari 2 Schienle, Melanie 2 FERNANDES, Marcelo 1 HAGMANN, Matthias 1 Li, Song 1 MENDES, Eduardo F. 1 Silvapulle, Mervyn J. 1 Silvapulle, Param 1 Zhang, Xibin 1
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Institution
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Department of Econometrics and Business Statistics, Monash Business School 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Swiss Finance Institute 1
Published in...
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Econometrics 1 Econometrics : open access journal 1 FAME Research Paper Series 1 Monash Econometrics and Business Statistics Working Papers 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 Swiss Finance Institute Research Paper Series 1
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Source
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RePEc 4 EconStor 2 ECONIS (ZBW) 1
Showing 1 - 7 of 7
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Testing symmetry of unknown densities via smoothing with the generalized gamma kernels
Hirukawa, Masayuki; Sakudo, Mari - In: Econometrics 4 (2016) 2, pp. 1-27
This paper improves a kernel-smoothed test of symmetry through combining it with a new class of asymmetric kernels called the generalized gamma kernels. It is demonstrated that the improved test statistic has a normal limit under the null of symmetry and is consistent under the alternative. A...
Persistent link: https://www.econbiz.de/10011755333
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Testing symmetry of unknown densities via smoothing with the generalized gamma kernels
Hirukawa, Masayuki; Sakudo, Mari - In: Econometrics : open access journal 4 (2016) 2, pp. 1-27
This paper improves a kernel-smoothed test of symmetry through combining it with a new class of asymmetric kernels called the generalized gamma kernels. It is demonstrated that the improved test statistic has a normal limit under the null of symmetry and is consistent under the alternative. A...
Persistent link: https://www.econbiz.de/10011506402
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Nonparametric Kernel density estimation near the boundary
Malec, Peter; Schienle, Melanie - 2012
Standard fixed symmetric kernel type density estimators are known to encounter problems for positive random variables with a large probability mass close to zero. We show that in such settings, alternatives of asymmetric gamma kernel estimators are superior but also differ in asymptotic and...
Persistent link: https://www.econbiz.de/10010318760
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Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval
Li, Song; Silvapulle, Mervyn J.; Silvapulle, Param; … - Department of Econometrics and Business Statistics, … - 2012
This paper investigates nonparametric estimation of density on [0,1]. The kernel estimator of density on [0,1] has been found to be sensitive to both bandwidth and kernel. This paper proposes a unified Bayesian framework for choosing both the bandwidth and kernel function. In a simulation study,...
Persistent link: https://www.econbiz.de/10009650286
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Nonparametric Kernel Density Estimation Near the Boundary
Malec, Peter; Schienle, Melanie - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2012
Standard fixed symmetric kernel type density estimators are known to encounter problems for positive random variables with a large probability mass close to zero. We show that in such settings, alternatives of asymmetric gamma kernel estimators are superior but also differ in asymptotic and...
Persistent link: https://www.econbiz.de/10010563999
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Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators
HAGMANN, Matthias; SCAILLET, Olivier - Swiss Finance Institute - 2003
We consider semiparametric asymmetric kernel density estimators when the unknown density has support on [0, ¥). We … provide a unifying framework which contains asymmetric kernel versions of several semiparametric density estimators considered …
Persistent link: https://www.econbiz.de/10005771843
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Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels
FERNANDES, Marcelo; MENDES, Eduardo F.; SCAILLET, Olivier
consistency of the asymmetric kernel estimator of the derivative of the density function. Simulations show that the asymptotic …
Persistent link: https://www.econbiz.de/10010550296
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