A Review of Kernel Density Estimation with Applications to Econometrics

A Review of Kernel Density Estimation with Applications to Econometrics

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 cla...

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Bibliographic Details
Main Authors: Adriano Z. Zambom, Ronaldo Dias
Format: Article
Language:English
Published: Econometric Research Association 2013-04-01
Series:International Econometric Review
Subjects:
Nonparametric Density Estimation
SiZer
Plug-In Bandwidth Selectors
Cross- Validation
Smoothing Parameter
Online Access:http://www.era.org.tr/makaleler/13120083.pdf

Internet

http://www.era.org.tr/makaleler/13120083.pdf

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