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A Review of Kernel Density Estimation with Applications to Econometrics

Zambom, Adriano Z.; Dias, Ronaldo - In: International Econometric Review (IER) 5 (2013) 1, pp. 20-42

Nonparametric density estimation is of great importance when econometricians want to model the probabilistic or stochastic structure of a data set. This comprehensive review summarizes the most important theoretical aspects of kernel density estimation and provides an extensive description of...

Persistent link: https://www.econbiz.de/10012610946

A penalized nonparametric method for nonlinear constrained optimization based on noisy data

Dias, Ronaldo; Garcia, Nancy; Zambom, Adriano - In: Computational Optimization and Applications 45 (2010) 3, pp. 521-541

Persistent link: https://www.econbiz.de/10008552385

Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance

Dias, Ronaldo; Garcia, Nancy L. - In: Journal of Econometrics 141 (2007) 1, pp. 167-178

Persistent link: https://www.econbiz.de/10005122632

Penalized maximum likelihood estimation for a function of the intensity of a Poisson point process

Dias, Ronaldo; Ferreira, Clécio; Garcia, Nancy - In: Statistical Inference for Stochastic Processes 11 (2008) 1, pp. 11-34

Persistent link: https://www.econbiz.de/10005184568

A Review of Kernel Density Estimation with Applications to Econometrics

Zambom, Adriano Z.; Dias, Ronaldo - In: International Econometric Review (IER) 5 (2013) 1, pp. 20-42

Persistent link: https://www.econbiz.de/10010837162

Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance

Dias, Ronaldo; Garcia, Nancy Lopes - In: Journal of econometrics 141 (2007) 1, pp. 167-178

Persistent link: https://www.econbiz.de/10003571274

Bayesian mixture of parametric and nonparametric density estimation : a misspecification problem

Lopes, Hedibert Freitas; Dias, Ronaldo - In: Brazilian review of econometrics : BRE ; the review of … 31 (2011) 1, pp. 19-44

Persistent link: https://www.econbiz.de/10009705453

Consistent estimator for basis selection based on a proxy of the Kullback–Leibler distance

Dias, Ronaldo; Garcia, Nancy L. - In: Journal of econometrics 141 (2007) 1, pp. 167-178

Persistent link: https://www.econbiz.de/10007797061