Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities

Kyoo il Kim ()

No 20-2006, Working Papers from Singapore Management University, School of Economics

Abstract: This paper studies the uniform convergence rate of the turncated SNP (semi-nonparametric) 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.

Keywords: SNP Density Estimator; Uniform Convergence Rate; Comparison of Two Densities (search for similar items in EconPapers)
JEL-codes: C12 C14 C16 (search for similar items in EconPapers)
Pages: 35 pages
Date: 2006-09
New Economics Papers: this item is included in nep-ecm and nep-sea
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in SMU Economics and Statistics Working Paper Series

Downloads: (external link)
https://mercury.smu.edu.sg/rsrchpubupload/7224/EJ0509_revise21.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Server closed connection without sending any data back

Related works:
Working Paper: Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities (2006)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:siu:wpaper:20-2006

Ordering information: This working paper can be ordered from

Access Statistics for this paper

More papers in Working Papers from Singapore Management University, School of Economics Contact information at EDIRC.
Bibliographic data for series maintained by QL THor ().