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In this paper we consider the problem of testing for equality of two density or two conditional density functions defined over mixed discrete and continuous variables. We smooth both the discrete and continuous variables, with the smoothing parameters chosen via least-squares cross-validation....
Persistent link: https://www.econbiz.de/10005449353
We propose a new technique for identification and estimation of aggregation functions in multidimensional evaluations and multiple indicator settings. These functions may represent "latent" objects. They occur in many different contexts, for instance in propensity scores, multivariate measures...
Persistent link: https://www.econbiz.de/10010700262
We consider a metric entropy capable of detecting deviations from symmetry that is suitable for both discrete and continuous processes. A test statistic is constructed from an integrated normed difference between nonparametric estimates of two density functions. The null distribution (symmetry)...
Persistent link: https://www.econbiz.de/10005449390