Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions

DOI10.1080/07474938.2017.1307900OpenAlexW2598163062MaRDI QIDQ5864657FDOQ5864657

Authors: Cong Li, Hong-Jun Li, Jeffrey S. Racine 

Publication date: 8 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2017.1307900

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zbMATH Keywords

bandwidth selectionKolmogorov-Smirnov testmixed-dataleast square cross-validation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Asymptotic Statistics
• Nonparametric estimation of copula functions for dependence modelling
• An introduction to copulas.
• Nonparametric estimation of distributions with categorical and continuous data
• Title not available (Why is that?)
• Kernel estimation of multivariate cumulative distribution function
• Bandwith selection for the smoothing of distribution functions
• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
• Root-n-consistent estimation of partially linear time series models
• Bandwidth selection for kernel conditional density estimation.
• The smooth Colonel meets the Reverend
• Estimation of copula models with discrete margins via Bayesian data augmentation
• Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
• A solution to aggregation and an application to multidimensional `well-being' frontiers
• Nonparametric estimation of multivariate CDF with categorical and continuous data

Cited In (2)

• Econometric Reviews honors Esfandiar Maasoumi
• A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test

Uses Software

• np

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