Qualitative and asymptotic performance of SNP density estimators
From MaRDI portal
Publication:1126496
Recommendations
- Convergence Rates of SNP Density Estimators
- Cross-validated SNP density estimates
- Estimation of the covariance structure from SNP allele frequencies
- scientific article; zbMATH DE number 2062256
- Correcting for ascertainment biases when analyzing SNP data: applications to the estimation of linkage disequilibrium
Cites work
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 3750146 (Why is no real title available?)
- scientific article; zbMATH DE number 88834 (Why is no real title available?)
- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 3797051 (Why is no real title available?)
- A More Portable Fortran Random Number Generator
- Approximation of least squares regression on nested subspaces
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards \(F\) test truncation rule
- Convergence Rates of SNP Density Estimators
- Estimating the dimension of a model
- Exact mean integrated squared error
- Fitting autoregressive models for prediction
- Generalized Predictive Tests and Structural Change Analysis in Econometrics
- Nonlinear Dynamic Structures
- Nonparametric estimation of structural models for high-frequency currency market data
- Numerical recipes in C++. The art of scientific computing
- On the asymptotic normality of Fourier flexible form estimates
- Progress in data-based bandwidth selection for kernel density estimation
- Semi-Nonparametric Maximum Likelihood Estimation
- Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
- The nonlinear mixed effects model with a smooth random effects density
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Cited in
(18)- Model averaging quantiles from data censored by a limit of detection
- Volume, volatility, and leverage: A dynamic analysis
- Semi-nonparametric estimation of secret reserve prices in auctions
- Volatility-Related Exchange Traded Assets: An Econometric Investigation
- “Smooth” Semiparametric Regression Analysis for Arbitrarily Censored Time-to-Event Data
- Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
- Estimation of stochastic volatility models with diagnostics
- Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance
- Estimating continuous-time stochastic volatility models of the short-term interest rate
- Estimation of the covariance structure from SNP allele frequencies
- 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
- Gram-Charlier densities: a multivariate approach
- A practical guide to compact infinite dimensional parameter spaces
- The relative efficiency of method of moments estimators
- Asymptotic and qualitative performance of non-parametric density estimators: a comparative study
- Cross-validated SNP density estimates
- Semi-nonparametric estimation of binary response models with an application to natural resource valuation
This page was built for publication: Qualitative and asymptotic performance of SNP density estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1126496)
