Asymptotic and qualitative performance of non-parametric density estimators: a comparative study

DOI10.1111/J.1368-423X.2008.00249.XzbMath1274.62273MaRDI QIDQ3548525

Teruko Takada

Publication date: 15 December 2008

Published in: Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

logsplineconvergence ratekerneldensity estimationheavy tailSNPHellingeradaptive kernel

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (2)

Simulated minimum Hellinger distance estimation of stochastic volatility models ⋮ Construction of confidence regions in the ROC space after the estimation of the optimal Youden index‐based cut‐off point

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