Qualitative and asymptotic performance of SNP density estimators
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Publication:1126496
DOI10.1016/0304-4076(95)01752-6zbMATH Open0866.62078OpenAlexW2022884727MaRDI QIDQ1126496FDOQ1126496
Authors: Victor M. Fenton, A. Ronald Gallant 
Publication date: 8 December 1996
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(95)01752-6
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- scientific article; zbMATH DE number 2062256
- Correcting for ascertainment biases when analyzing SNP data: applications to the estimation of linkage disequilibrium
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)
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Cited In (18)
- “Smooth” Semiparametric Regression Analysis for Arbitrarily Censored Time-to-Event Data
- Gram-Charlier densities: a multivariate approach
- Cross-validated SNP density estimates
- A practical guide to compact infinite dimensional parameter spaces
- Estimation of the covariance structure from SNP allele frequencies
- Estimation of stochastic volatility models with diagnostics
- Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance
- The relative efficiency of method of moments estimators
- Volume, volatility, and leverage: A dynamic analysis
- Model averaging quantiles from data censored by a limit of detection
- Volatility-Related Exchange Traded Assets: An Econometric Investigation
- Estimating continuous-time stochastic volatility models of the short-term interest rate
- Asymptotic and qualitative performance of non-parametric density estimators: a comparative study
- Semi-nonparametric estimation of binary response models with an application to natural resource valuation
- Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
- Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities
- Generalized linear latent variable models with flexible distribution of latent variables
- Semi-nonparametric estimation of secret reserve prices in auctions
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