{"title":"半参数密度估计器的一致收敛速率及两个未知密度相似度的检验","authors":"K. Kim","doi":"10.1111/j.1368-423X.2007.00197.x","DOIUrl":null,"url":null,"abstract":"This paper studies the uniform convergence rate of the truncated seminonparametric (SNP) density estimator. Using the uniform convergence rate result we obtain, we propose a test statistic testing the equivalence of two unknown densities where two densities are estimated using the SNP estimator and supports of densities are possibly unbounded. Copyright Royal Economic Society 2007","PeriodicalId":175689,"journal":{"name":"Wiley-Blackwell: Econometrics Journal","volume":"3 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2007-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"24","resultStr":"{\"title\":\"Uniform Convergence Rate of the Seminonparametric Density Estimator and Testing for Similarity of Two Unknown Densities\",\"authors\":\"K. Kim\",\"doi\":\"10.1111/j.1368-423X.2007.00197.x\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper studies the uniform convergence rate of the truncated seminonparametric (SNP) density estimator. Using the uniform convergence rate result we obtain, we propose a test statistic testing the equivalence of two unknown densities where two densities are estimated using the SNP estimator and supports of densities are possibly unbounded. Copyright Royal Economic Society 2007\",\"PeriodicalId\":175689,\"journal\":{\"name\":\"Wiley-Blackwell: Econometrics Journal\",\"volume\":\"3 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2007-03-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"24\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Wiley-Blackwell: Econometrics Journal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1111/j.1368-423X.2007.00197.x\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Wiley-Blackwell: Econometrics Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1111/j.1368-423X.2007.00197.x","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Uniform Convergence Rate of the Seminonparametric Density Estimator and Testing for Similarity of Two Unknown Densities
This paper studies the uniform convergence rate of the truncated seminonparametric (SNP) density estimator. Using the uniform convergence rate result we obtain, we propose a test statistic testing the equivalence of two unknown densities where two densities are estimated using the SNP estimator and supports of densities are possibly unbounded. Copyright Royal Economic Society 2007