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  • Search: subject:"boundary bias"
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Year of publication
Subject
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boundary bias 12 Boundary bias 9 Nichtparametrisches Verfahren 7 Estimation theory 6 Nonparametric statistics 6 Schätztheorie 6 asymptotic properties 6 Asymptotic properties 4 Nonparametric estimation 4 asymmetric kernels 4 copula 4 Asymmetric kernel 3 Bernstein polynomial 3 Bias 3 Schätzung 3 Statistical distribution 3 Statistische Verteilung 3 Unbounded copula 3 curse of dimension 3 least squares cross validation 3 nonparametric estimation 3 Bayes factor 2 Bernstein density copula estimator 2 Continuous-time model 2 Core 2 Estimation 2 Hellinger metric 2 Kernel method 2 Multivariate Verteilung 2 Multivariate distribution 2 Nichtparametrische Schätzung 2 Parameter estimation uncertainty 2 Probability integral transform 2 Quadratic form 2 Regression analysis 2 Regressionsanalyse 2 Short-term interest rate 2 Systematischer Fehler 2 Transition density 2 bandwidth selection 2
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Online availability
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Free 16 Undetermined 8
Type of publication
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Book / Working Paper 16 Article 9
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 4 Arbeitspapier 2 Graue Literatur 1 Non-commercial literature 1 research-paper 1
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Language
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English 14 Undetermined 11
Author
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Bouezmarni, Taoufik 6 BOUEZMARNI, Taoufik 3 ROMBOUTS, Jeroen V.K. 3 Rombouts, Jeroen V.K. 3 Taamouti, Abderrahim 3 Charpentier, Arthur 2 Geenens, Gery 2 Hong, Yongmiao 2 Li, Haitao 2 Li, Song 2 Paindaveine, Davy 2 Silvapulle, Mervyn J. 2 Xie, Sihong 2 Zhang, Xibin 2 Abderrahim, Taamouti 1 Chen, Song 1 El, Ghouch 1 Fernandes, Marcelo 1 Ghouch, Anouar El 1 Ghouch, El 1 Grammig, Joachim 1 Hujer, Reinhard 1 Igarashi, Gaku 1 Kakizawa, Yoshihide 1 Kokot, Stefan 1 Martins-Filho, Carlos 1 Monteiro, Paulo 1 Rombouts, Jeroen V. K. 1 SCAILLET, Olivier 1 Silvapulle, Param 1 Silvapulle, Paramsothy 1 TAAMOUTI, Abderrahim 1 Taoufik, Bouezmarni 1 Wen, Kuangyu 1 Wu, Ximing 1 Yao, Feng 1 Zhang, Yu Yvette 1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3 Departamento de Economía, Universidad Carlos III de Madrid 2 Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales) 2 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Department of Econometrics and Business Statistics, Monash Business School 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
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Published in...
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CORE Discussion Papers 3 Cahiers de recherche 3 Annals of the Institute of Statistical Mathematics 2 Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 2 Economics letters 2 Statistics & Risk Modeling 2 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1 Discussion papers in economics / Center for Economic Analysis, Department of Economics, University of Colorado at Boulder : Working paper 1 ECARES working paper 1 Econometric reviews 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Monash Econometrics and Business Statistics Working Papers 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 Statistics & Probability Letters 1 Working Paper Series: Finance & Accounting 1 Working Papers ECARES 1
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Source
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RePEc 16 ECONIS (ZBW) 6 EconStor 2 Other ZBW resources 1
Showing 21 - 25 of 25
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Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao; Li, Haitao - Sonderforschungsbereich 373, Quantifikation und … - 2002
transformation and correct the boundary bias of kernel estimators. As a result, our tests are robust to persistent dependence in data …
Persistent link: https://www.econbiz.de/10010983648
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Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels
SCAILLET, Olivier - Institut de Recherche Économique et Sociale (IRES), … - 2001
boundary bias, always non-negative, and achieve the optimal rate of convergence for the mean integrated squarred error …
Persistent link: https://www.econbiz.de/10004985341
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Bias-free nonparametric estimation of intra-day trade activity measures
Grammig, Joachim; Hujer, Reinhard; Kokot, Stefan - 2000
Persistent link: https://www.econbiz.de/10010316265
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Central limit theorem for asymmetric kernel functionals
Fernandes, Marcelo; Monteiro, Paulo - In: Annals of the Institute of Statistical Mathematics 57 (2005) 3, pp. 425-442
Persistent link: https://www.econbiz.de/10005616149
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Probability Density Function Estimation Using Gamma Kernels
Chen, Song - In: Annals of the Institute of Statistical Mathematics 52 (2000) 3, pp. 471-480
Persistent link: https://www.econbiz.de/10005760165
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