Nonparametric estimation and inference about the overlap of two distributions
DOI10.1016/J.JECONOM.2012.05.001zbMATH Open1443.62079OpenAlexW2002967069MaRDI QIDQ528068FDOQ528068
Authors: Yong-Cai Geng, Sumit K. Garg
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001108
Recommendations
- Nonparametric maximum likelihood estimation of distribution functions when they cross
- Interval estimation of the overlap coefficient of two normal distributions
- Nonparametric estimation of distribution functions
- Nonparametric estimation of the coefficient of overlapping-theory and empirical application
- scientific article; zbMATH DE number 3915421
- Nonparametric estimates of distribution functions
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
Cites Work
- Beta kernel estimators for density functions
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- A plug-in approach to support estimation
- Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
- Title not available (Why is that?)
- Asymptotic normality of plug-in level set estimates
- Title not available (Why is that?)
- Hybrid and Size-Corrected Subsampling Methods
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
- Estimating Outcome Distributions for Compliers in Instrumental Variables Models
- Estimation When a Parameter is on a Boundary
- Statistical Size Distributions in Economics and Actuarial Sciences
- Title not available (Why is that?)
- Estimation of non-sharp support boundaries
- On Deviations between Theoretical and Empirical Distributions
- On the Measurement of Polarization
- Toward an empirical analysis of polarization
- Polarization: Concepts, Measurement, Estimation
- On estimating the endpoint of a distribution
- On the asymptotic normality of \(L_ p\)-norms of empirical functionals
- Title not available (Why is that?)
- Speeds of convergence and asymptotic expansions in the central limit theorem: A treatment by operators
- Majorization, exponential inequalities and almost sure behavior of vector-valued random variables
- Asymptotic bounds for the expected \(L^ 1\) error of a multivariate kernel density estimator
- On a majorization inequality for sums of independent random vectors
- The \(L_1\)-norm density estimator process
- A nonparametric measure of the overlapping coefficient.
- How to get central limit theorems for global errors of estimates.
- On the maximal deviation of the kernel regression function estimate
- Nonparametric estimation of the coefficient of overlapping-theory and empirical application
Cited In (17)
- Measuring the progress of equality of educational opportunity in absence of cardinal comparability
- Testing functional inequalities
- Nonparametric estimation of the coefficient of overlapping-theory and empirical application
- Polarization of forecast densities: a new approach to time series classification
- Testing for a general class of functional inequalities
- An Efficient Method to Determine the Degree of Overlap of Two Multivariate Distributions
- Parametric methods for confidence interval estimation of overlap coefficients
- Stratification: Measuring and Inference
- Distributional Overlap: Simple, Multivariate, Parametric, and Nonparametric Tests for Alienation, Convergence, and General Distributional Difference Issues
- Bayesian nonparametric inference for the overlap coefficient: with an application to disease diagnosis
- Institutions and economic outcomes: a dominance-based analysis
- Tests of stochastic monotonicity with improved power
- Economic distance and overlapping of distributions
- At the roots of Gini's transvariation: extracts from ``Il concetto di transvariazione e le sue prime applicazioni
- Similarity, dissimilarity and exceptionality: generalizing Gini's transvariation to measure ``differentness in many distributions
- Testing the equality of two double-parameter exponential distributions via overlap coefficient
- Evidence of convergence clubs using mixture models
This page was built for publication: Nonparametric estimation and inference about the overlap of two distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q528068)