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

K. Kim
{"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}
引用次数: 24

摘要

研究了截断半参数(SNP)密度估计量的一致收敛速率。利用我们得到的一致收敛率结果,我们提出了一个检验统计量来检验两个未知密度的等价性,其中两个密度是用SNP估计量估计的,密度的支持可能是无界的。版权所有皇家经济学会2007
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:604180095
Book学术官方微信