Showing 1 - 10 of 613
This paper considers the class of p-dimensional elliptic distributions (p = 1) satisfying the consistency property (Kano, 1994) and within this general framework presents a two-stage semiparametric estimator for the Lebesgue density based on Gaussian mixture sieves. Under the online...
Persistent link: https://www.econbiz.de/10010318695
This paper considers the class of p-dimensional elliptic distributions (p ≥ 1) satisfying the consistency property (Kano, 1994) and within this general framework presents a two-stage semiparametric estimator for the Lebesgue density based on Gaussian mixture sieves. Under the on-line...
Persistent link: https://www.econbiz.de/10013082960
This paper considers the class of p-dimensional elliptic distributions (p ≥ 1) satisfying the consistency property (Kano, 1994) and within this general frame work presents a two-stage semiparametric estimator for the Lebesgue density based on Gaussian mixture sieves. Under the online...
Persistent link: https://www.econbiz.de/10009783112
This paper considers the class of p-dimensional elliptic distributions (p = 1) satisfying the consistency property (Kano, 1994) and within this general framework presents a two-stage semiparametric estimator for the Lebesgue density based on Gaussian mixture sieves. Under the online...
Persistent link: https://www.econbiz.de/10009734314
Persistent link: https://www.econbiz.de/10001510243
Persistent link: https://www.econbiz.de/10001230723
Persistent link: https://www.econbiz.de/10001156716
Persistent link: https://www.econbiz.de/10001201818
Persistent link: https://www.econbiz.de/10001638374
Persistent link: https://www.econbiz.de/10001638902