Asymmetric Kernel Smoothing Theory and Applications in Economics and Finance /

• Κύριος συγγραφέας: Hirukawa, Masayuki (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Singapore : Springer Singapore : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: JSS Research Series in Statistics,
• Θέματα: 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...

Πίνακας περιεχομένων:

• 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.