Asymmetric Kernel Smoothing
Theory and Applications in Economics and Finance
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Beschreibung
Provides an accessible collection of recently developed nonparametric smoothing techniques for estimation and testing procedures
Explores the statistical properties of estimators and test statistics smoothed by asymmetric kernels, in comparison with those smoothed by conventional symmetric kernels
Includes real data analyses in economics and finance, overcoming the methodological issues that cannot be readilyhandled by conventional kernel methods
Provides an accessible collection of recently developed nonparametric smoothing techniques for estimation and testing procedures Explores the statistical properties of estimators and test statistics smoothed by asymmetric kernels, in comparison with those smoothed by conventional symmetric kernels Includes real data analyses in economics and finance, overcoming the methodological issues that cannot be readilyhandled by conventional kernel methods
Autor*in
Masayuki Hirukawa
Themen in »Asymmetric Kernel Smoothing«
Asymmetric Kernel Kernel Smoothing Boundary Correction Nonparametric Estimation Kernel Density Estimation Kernel Regression Smoother Nonparametric Kernel Testing