Asymmetric Kernel Smoothing Theory and Applications in Economics and Finance /

• Main Author: Hirukawa, Masayuki (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Singapore : Springer Singapore : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: JSS Research Series in Statistics,
• Subjects: Statistics .; Statistics for Business, Management, Economics, Finance, Insurance.; Statistical Theory and Methods.; Statistics for Social Sciences, Humanities, Law.; Statistics and Computing/Statistics Programs.

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 bia...

Table of Contents:

• 1. Asymmetric kernels: definition and history
• 2. Density estimation from nonnegative observations
• 3. Regression estimation with nonnegative regressors
• 4. Model specification tests
• 5. Asymmetric kernel smoothing in action: applications in economics and finance.