Convergence Rates of SNP Density Estimators

DOI10.2307/2171869MaRDI QIDQ4883111zbMATH OpenOpenAlexFDO

Authors Victor M. Fenton, A. Ronald Gallant

Publication date 5 August 1996

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2171869

zbMATH Keywords

almost sure convergencemethod of moments estimationseminonparametric density estimationstructural, reduced form

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cited in

(17)

• Qualitative and asymptotic performance of SNP density estimators
• Overparameterization in the seminonparametric density estimation
• Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
• Estimation of stochastic volatility models with diagnostics
• Local nonlinear least squares: using parametric information in nonparametric regression
• Cross-validated SNP density estimates
• Semi-nonparametric estimation of secret reserve prices in auctions
• Estimation of the covariance structure from SNP allele frequencies
• Identification and estimation in sequential, asymmetric, English auctions
• Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance
• Asymptotic and qualitative performance of non-parametric density estimators: a comparative study
• Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
• Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities
• CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
• Estimation of dynamic models with nonparametric simulated maximum likelihood
• On Kolmogorov's representation of functions of several variables by functions of one variable
• Comparison of nonparametric methods in nonlinear mixed effects models

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