Asymmetric Kernel Smoothing Theory and Applications in Economics and Finance

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...

Full description

Bibliographic Details
Main Author: Hirukawa, Masayuki
Format: eBook
Language:English
Published: Singapore Springer Nature Singapore 2018, 2018
Edition:1st ed. 2018
Series:JSS Research Series in Statistics
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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