Generalised empirical likelihood-based kernel density estimation

If additional information about the distribution of a random variable is available in the form of moment conditions, a weighted kernel density estimate reflecting the extra information can be constructed by replacing the uniform weights with the generalised empirical likelihood probabilities. It is...

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Detalhes bibliográficos
Autor principal: Oryshchenko, V
Formato: Working paper
Publicado em: University of Oxford 2013