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  • Search: subject:"asymmetric kernel"
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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)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Article 1 Working Paper 1
Language
All
English 6 Undetermined 5
Author
All
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...
All
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 1 - 10 of 11
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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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Bayesian approaches to nonparametric estimation of densities on the unit interval
Li, Song; Silvapulle, Mervyn J.; Silvapulle, Paramsothy; … - In: Econometric reviews 34 (2015) 1/5, pp. 394-412
Persistent link: https://www.econbiz.de/10011373275
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Nonparametric kernel density estimation near the boundary
Malec, Peter; Schienle, Melanie - In: Computational Statistics & Data Analysis 72 (2014) C, pp. 57-76
Standard fixed symmetric kernel-type density estimators are known to encounter problems for positive random variables with a large probability mass close to zero. It is shown that, in such settings, alternatives of asymmetric gamma kernel estimators are superior, but also differ in asymptotic...
Persistent link: https://www.econbiz.de/10010730216
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Nonnegative bias reduction methods for density estimation using asymmetric kernels
Hirukawa, Masayuki; Sakudo, Mari - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 112-123
Two classes of multiplicative bias correction (“MBC”) methods are applied to density estimation with support on [0,∞). It is demonstrated that under sufficient smoothness of the true density, each MBC technique reduces the order of magnitude in bias, whereas the order of magnitude in...
Persistent link: https://www.econbiz.de/10011056442
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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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Central limit theorem for asymmetric kernel functionals
Fernandes, Marcelo; Monteiro, Paulo - In: Annals of the Institute of Statistical Mathematics 57 (2005) 3, pp. 425-442
Persistent link: https://www.econbiz.de/10005616149
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