Cross-validated SNP density estimates

DOI10.1016/S0304-4076(02)00121-5zbMATH Open1030.62028OpenAlexW3123574739MaRDI QIDQ1858960FDOQ1858960

Authors: Mark Coppejans, A. Ronald Gallant 

Publication date: 17 February 2003

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(02)00121-5

Recommendations

• Qualitative and asymptotic performance of SNP density estimators
• Estimation of the covariance structure from SNP allele frequencies
• Convergence Rates of SNP Density Estimators
• A simple, consistent estimator of SNP heritability from genome-wide association studies
• Demography-adjusted tests of neutrality based on genome-wide SNP data
• Interval estimation of the effective population size from heterozygote-excess in snp markers

zbMATH Keywords

tablescross-validationSNPconvergence ratesefficient method of momentsHellinger distancesemi-nonparametricEMM

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited In (15)

• Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
• Confident inference for SNP effects on treatment efficacy
• Estimation of the covariance structure from SNP allele frequencies
• Varying random coefficient models
• Qualitative and asymptotic performance of SNP density estimators
• Estimation of stable distributions by indirect inference
• Site frequency spectra from genomic SNP surveys
• Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model
• Asymptotic and qualitative performance of non-parametric density estimators: a comparative study
• Eigenanalysis of SNP data with an identity by descent interpretation
• Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
• Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
• Risk perception and equity returns: evidence from the SPX and VIX
• Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities
• Semi-nonparametric estimation of secret reserve prices in auctions

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