عنوان

Asymmetric kernel smoothing :

شابک

9789811054662

شابک

9789811054679

شابک

9811054665

شابک

9811054673

شابک اشتباه

9789811054655

شابک اشتباه

9811054657

عنوان اصلي

Asymmetric kernel smoothing :

نام عام مواد

[Book]

ساير اطلاعات عنواني

theory and applications in economics and finance /

نام نخستين پديدآور

Masayuki Hirukawa.

محل نشرو پخش و غیره

Singapore :

نام ناشر، پخش کننده و غيره

Springer,

تاریخ نشرو بخش و غیره

2018.

نام خاص و کميت اثر

1 online resource (xii, 110 pages) :

ساير جزييات

illustrations

عنوان فروست

SpringerBriefs in statistics, JSS research series in statistics,

شاپا ي ISSN فروست

2191-544X

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

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.

بدون عنوان

0

متن يادداشت

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.

منبع سفارش / آدرس اشتراک

Springer Nature

شماره انبار

com.springer.onix.9789811054662

شماره استاندارد بين المللي کتاب و موسيقي

9789811054655

موضوع مستند نشده

Smoothing (Statistics)

موضوع مستند نشده

MATHEMATICS-- General.

موضوع مستند نشده

Smoothing (Statistics)

موضوع مستند نشده

K

موضوع مستند نشده

MAT-- 000000

موضوع مستند نشده

PBT

موضوع مستند نشده

PBT

شماره

ويراست

شماره رده

مستند نام اشخاص تاييد نشده

Hirukawa, Masayuki

تاريخ عمليات

20200823221545.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y