Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities

DOI10.1111/J.1368-423X.2007.00197.XMaRDI QIDQ3594911zbMATH OpenFDO

Authors Kyoo il Kim

Publication date 9 August 2007

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1368-423X.2007.00197.X

zbMATH Keywords

comparison of two densities

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
• Consistent Nonparametric Entropy-Based Testing
• Convergence rates and asymptotic normality for series estimators
• Convergence Rates of SNP Density Estimators
• Cross-validated SNP density estimates
• Entropy, divergence and distance measures with econometric applications
• On the asymptotic normality of Fourier flexible form estimates
• Probability Inequalities for Sums of Bounded Random Variables
• Qualitative and asymptotic performance of SNP density estimators
• Semi-Nonparametric Maximum Likelihood Estimation
• Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications

Cited in

(1)

• Convergence Rates of SNP Density Estimators

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