kernel estimators when the error distribution is not normal. We investigate the finite sample performance of our procedure on …

capital stock. After classifying the 17 Spanish regions into high and low unemployment groups using kernel and cluster …

We propose a new method to estimate the empirical pricing kernel based on option data. We estimate the pricing kernel …-neutral density is approximated by a weighted kernel density estimator with varying unknown weights for di erent observations, and the … subjective density is approximated by a kernel density estimator with equal weights. We represent the European call option price …

-assignment optimization problems. It is known that for permutation games the bargaining set and the core coincide, consequently, the kernel is … a subset of the core. We prove that for permutation games the kernel is contained in the least core, even if the latter … game is also an example (of minimum size) for a game with a non-convex kernel. …

of test statistics. We present a simple and tractable way to perform classical hypothesis tests based upon a kernel …

In this article we overview nonparametric (spline and kernel) regression methods and illustrate how they may be used in …

nucleolus. This paper is an update on the nucleolus and its two related supersolutions, i.e., the kernel and the bargaining set. …