عنوان

Asymmetric kernel smoothing :

(Number (ISBN

9789811054662

(Number (ISBN

9789811054679

(Number (ISBN

9811054665

(Number (ISBN

9811054673

Erroneous ISBN

9789811054655

Erroneous ISBN

9811054657

Title Proper

Asymmetric kernel smoothing :

General Material Designation

[Book]

Other Title Information

theory and applications in economics and finance /

First Statement of Responsibility

Masayuki Hirukawa.

Place of Publication, Distribution, etc.

Singapore :

Name of Publisher, Distributor, etc.

Springer,

Date of Publication, Distribution, etc.

2018.

Specific Material Designation and Extent of Item

1 online resource (xii, 110 pages) :

Other Physical Details

illustrations

Series Title

SpringerBriefs in statistics, JSS research series in statistics,

ISSN of Series

2191-544X

Text of Note

Includes bibliographical references and index.

Text of Note

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.

0

Text of Note

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 bias-variance tradeoff, smoothing parameter choices, achieving rate improvements with bias reduction techniques, and estimation with weakly dependent data. Further, the large- and finite-sample properties of estimators and test statistics smoothed by asymmetric kernels are compared with those smoothed by symmetric kernels. Lastly, the book addresses the applications of asymmetric kernel estimation and testing to various forms of nonnegative economic and financial data. Until recently, the most popularly chosen nonparametric methods used symmetric kernel functions to estimate probability density functions of symmetric distributions with unbounded support. Yet many types of economic and financial data are nonnegative and violate the presumed conditions of conventional methods. Examples include incomes, wages, short-term interest rates, and insurance claims. Such observations are often concentrated near the boundary and have long tails with sparse data. Smoothing with asymmetric kernel functions has increasingly gained attention, because the approach successfully addresses the issues arising from distributions that have natural boundaries at the origin and heavy positive skewness. Offering an overview of recently developed kernel methods, complemented by intuitive explanations and mathematical proofs, this book is highly recommended to all readers seeking an in-depth and up-to-date guide to nonparametric estimation methods employing asymmetric kernel smoothing.

Source for Acquisition/Subscription Address

Springer Nature

Stock Number

com.springer.onix.9789811054662

International Standard Book Number

9789811054655

Smoothing (Statistics)

MATHEMATICS-- General.

Smoothing (Statistics)

K

MAT-- 000000

PBT

PBT

Number

Edition

Class number

Hirukawa, Masayuki

Date of Transaction

20200823221545.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y