Uniform Convergence Rate of The Seminonparametric Density Estimator and Testing for Similarity of Two Unknown Densities  

Oleh:

Kyoo, il Kim

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: The Econometrics Journal vol. 10 no. 1 (2007), page 1-34.
Topik: nonparametric; SNP density estimator; uniform convergence rate; comparison of two densities
Fulltext: 1.pdf (367.3KB)

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: EE39.3 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

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.

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