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Year of publication
Subject
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asymmetric kernel 6 Asymmetric kernel 5 Kernel density estimation 3 Nichtparametrisches Verfahren 3 Schätztheorie 3 Bayes factor 2 Core 2 Estimation theory 2 Nonparametric statistics 2 Statistical distribution 2 Statistische Verteilung 2 boundary bias 2 boundary correction 2 degenerate U-statistic 2 gamma kernel 2 generalized gamma kernels 2 nonparametric kernel testing 2 smoothing parameter selection 2 symmetry test 2 two-sample goodness-of-fit test 2 Bayes-Statistik 1 Bayesian inference 1 Bias reduction 1 Boundary bias 1 Boundary correction 1 Boundary effect 1 Börsenkurs 1 Handelsvolumen der Börse 1 Higher-order bias kernel 1 Kernel selection 1 Marginal likelihood 1 Nichtparametrische Schätzung 1 Nonparametric estimation 1 Recovery-rate density 1 Schätzung 1 Statistical test 1 Statistischer Test 1 Theorie 1 U-statistic theory 1 Volatilität 1
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Online availability
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Free 7 Undetermined 3
Type of publication
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Article 6 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1 Working Paper 1
Language
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English 6 Undetermined 5
Author
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Hirukawa, Masayuki 3 Malec, Peter 3 Sakudo, Mari 3 Schienle, Melanie 3 Li, Song 2 SCAILLET, Olivier 2 Silvapulle, Mervyn J. 2 Zhang, Xibin 2 FERNANDES, Marcelo 1 Fernandes, Marcelo 1 HAGMANN, Matthias 1 MENDES, Eduardo F. 1 Monteiro, Paulo 1 Silvapulle, Param 1 Silvapulle, Paramsothy 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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Computational Statistics & Data Analysis 2 Annals of the Institute of Statistical Mathematics 1 Econometric reviews 1 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 7 ECONIS (ZBW) 2 EconStor 2
Showing 11 - 11 of 11
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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 …
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