KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST

DOI10.1017/S0266466608080298MaRDI QIDQ3632397zbMATH OpenFDO

Authors Victoria Zinde-Walsh

Publication date 11 June 2009

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466608080298

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Generalized stochastic processes (60G20)

Recommendations

• Kernel density estimation: The general case
• Kernel estimation when density may not exist: a corrigendum
• Kernel estimators for probability densities with discontinuities
• Asymptotic approximation of kernel-type estimators with its application.
• Optimal kernels when estimating non-smooth densities

Cites work

• scientific article; zbMATH DE number 3071424 (Why is no real title available?)
• A test for singularity
• ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
• Change-points in nonparametric regression analysis
• Estimation of Nonlinear Models with Measurement Error
• Nonparametric estimation of distributions with categorical and continuous data
• Nonparametric estimation of joint discrete-continuous probability densities with applications
• Nonparametric regression with singular design.

Cited in

(5)

• Asymptotic properties of the maximum likelihood estimator in regime switching econometric models
• Kernel density estimation with missing data and auxiliary variables
• Limit theory and inference about conditional distributions
• scientific article; zbMATH DE number 2195279 (Why is no real title available?)
• Kernel estimation when density may not exist: a corrigendum

This page was built for publication: KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3632397)