Nonparametric Hypothesis Testing With Parametric Rates of Convergence  

Oleh:

Rilstone, Paul

Jenis: Article from Bulletin/Magazine
Dalam koleksi: INTERNATIONAL ECONOMIC REVIEW vol. 32 no. 1 (1991), page 209-228.
Topik: hypothesis; non parametric; hypothesis testing; parametric rates; convergence

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: II49 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

Lihat Detail Induk

Isi artikel

Nonparametric estimators are frequently criticized for their poor performance in small samples. In this paper we consider using kernel methods for the estimation of the expected derivatives of a regression function. The proposed estimators are shown to be asymptotically normal and tex - math$ \ sqrt {n} $ / tex - math - consistent. As a consequence their standard errors are comparable to parametric estimates. An empirical example demonstrates the facility of the approach.

Opini Anda

Klik untuk menuliskan opini Anda tentang koleksi ini!

Kembali