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...
Main Author: | |
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Format: | eBook |
Language: | English |
Published: |
Singapore
Springer Nature Singapore
2018, 2018
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Edition: | 1st ed. 2018 |
Series: | JSS Research Series in Statistics
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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