| 期刊全称 | Asymmetric Kernel Smoothing | | 期刊简称 | Theory and Applicati | | 影响因子2023 | Masayuki Hirukawa | | 视频video | | | 发行地址 | Provides an accessible collection of recently developed nonparametric smoothing techniques for estimation and testing procedures.Explores the statistical properties of estimators and test statistics s | | 学科分类 | SpringerBriefs in Statistics | | 图书封面 |  | | 影响因子 | .This is the first book to provide an accessible and comprehensive introduction to a newly developed smoothing technique using asymmetric kernel functions. Further, it discusses the statistical properties of estimators and test statistics using asymmetric kernels. The topics addressed include the bias-variance tradeoff, smoothing parameter choices, achieving rate improvements with bias reduction techniques, and estimation with weakly dependent data. Further, the large- and finite-sample properties of estimators and test statistics smoothed by asymmetric kernels are compared with those smoothed by symmetric kernels. Lastly, the book addresses the applications of asymmetric kernel estimation and testing to various forms of nonnegative economic and financial data..Until recently, the most popularly chosen nonparametric methods used symmetric kernel functions to estimate probability density functions of symmetric distributions with unbounded support. Yet many types of economic and financial data are nonnegative and violate the presumed conditions of conventional methods. Examples include incomes, wages, short-term interest rates, and insurance claims. Such observations are often concen | | Pindex | Book 2018 |
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发表于 2025-3-21 18:00:27
