Gospodinov, Nikolay; Hirukawa, Masayuki - Center for International Research on the Japanese … - 2008
This paper considers a nonstandard kernel regression for strongly mixing processes when the regressor is nonnegative. The nonparametric regression is implemented using asymmetric kernels [Gamma (Chen, 2000b), Inverse Gaussian and Reciprocal Inverse Gaussian (Scaillet, 2004) kernels] that possess...
