Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities
Kyoo il Kim ()
Econometrics Journal, 2007, vol. 10, issue 1, pages 1-34
This paper studies the uniform convergence rate of the truncated seminonparametric (SNP) density estimator. Using the uniform convergence rate result we obtain, we propose a test statistic testing the equivalence of two unknown densities where two densities are estimated using the SNP estimator and supports of densities are possibly unbounded. Copyright Royal Economic Society 2007
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