1 - 6 of 6 Chapters
[This chapter presents an overview of the nonstandard smoothing technique by means of asymmetric kernels. After referring to a (relatively short) history of asymmetric kernels, we provide an informal definition and a list of the kernels. Obviously it is difficult and even uneconomical to...
[Researchers and policy-makers are often interested in the distributions of economic and financial variables. Specifying their density functions provides natural descriptions of the distributions.]
[We are motivated to estimate the quantity of interest in a less biased manner, and density estimation is not an exception. The bias correction methods discussed in this chapter are natural extensions of what are originally proposed for nonnegative (or second-order) symmetric kernels.]
[As mentioned in Chap. 1, research in asymmetric kernels appears to begin with regression estimation. This chapter investigates nonparametric regression estimation smoothed by asymmetric kernels.]
[There are only a few accomplishments on applying asymmetric kernels to specification testing. This chapter deals with three model specification tests. Each test has an application-driven flavor, and it is shown to be consistent, i.e., the power of the test approaches one as the sample size...
[The final chapter presents two applications of asymmetric kernel smoothing to real data. One is on density estimation and the other on a testing problem. Each empirical illustration is closely related to the author’s latest work.]
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