Asymmetric Kernel Smoothing: Theory and Applications in Economics and Finance (JSS Research Series in Statistics) - Softcover
Inhaltsangabe
Provides an accessible collection of recently developed nonparametric smoothing techniques for estimation and testing procedures
Explores the statistical properties of estimators and test statistics smoothed by asymmetric kernels, in comparison with those smoothed by conventional symmetric kernels
Includes real data analyses in economics and finance, overcoming the methodological issues that cannot be readilyhandled by conventional kernel methods
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Über die Autorin bzw. den Autor
Masayuki Hirukawa, Faculty of Economics, Ryukoku University
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
Weitere beliebte Ausgaben desselben Titels
Suchergebnisse für Asymmetric Kernel Smoothing: Theory and Applications...
Beispielbild für diese ISBN
Asymmetric Kernel Smoothing: Theory and Applications in Economics and Finance
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Paperback. Zustand: Brand New. 110 pages. 9.00x6.00x0.25 inches. In Stock. Artikel-Nr. zk9811054657
Neu kaufen
EUR 77,87
EUR 14,43 Versand
Versand von Vereinigtes Königreich nach USA
Versand von Vereinigtes Königreich nach USA
Anzahl: 1 verfügbar
Foto des Verkäufers
Asymmetric Kernel Smoothing : Theory and Applications in Economics and Finance
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This is the first book to provide an accessible and comprehensive introduction to a newly developed smoothing technique using asymmetric kernel functions. Further, it discusses the statistical properties of estimators and test statistics using asymmetric kernels. The topics addressed include the bias-variance tradeoff, smoothing parameter choices, achieving rate improvements with bias reduction techniques, and estimation with weakly dependent data. Further, the large- and finite-sample properties of estimators and test statistics smoothed by asymmetric kernels are compared with those smoothed by symmetric kernels. Lastly, the book addresses the applications of asymmetric kernel estimation and testing to various forms of nonnegative economic and financial data. Until recently, the most popularly chosen nonparametric methods used symmetric kernel functions to estimate probability density functions of symmetric distributions with unbounded support. Yet many types of economic and financial data are nonnegative and violate the presumed conditions of conventional methods. Examples include incomes, wages, short-term interest rates, and insurance claims. Such observations are often concentrated near the boundary and have long tails with sparse data. Smoothing with asymmetric kernel functions has increasingly gained attention, because the approach successfully addresses the issues arising from distributions that have natural boundaries at the origin and heavy positive skewness. Offering an overview of recently developed kernel methods, complemented by intuitive explanations and mathematical proofs, this book is highly recommended to all readers seeking an in-depth and up-to-date guide to nonparametric estimation methods employing asymmetric kernel smoothing. Artikel-Nr. 9789811054655
Neu kaufen
EUR 58,39
EUR 61,05 Versand
Versand von Deutschland nach USA
Versand von Deutschland nach USA
Anzahl: 2 verfügbar
Foto des Verkäufers
Asymmetric Kernel Smoothing | Theory and Applications in Economics and Finance
Anbieter: preigu, Osnabrück, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. Asymmetric Kernel Smoothing | Theory and Applications in Economics and Finance | Masayuki Hirukawa | Taschenbuch | xii | Englisch | 2018 | Springer Singapore | EAN 9789811054655 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Artikel-Nr. 111055378
Neu kaufen
EUR 50,35
EUR 70,00 Versand
Versand von Deutschland nach USA
Versand von Deutschland nach USA
Anzahl: 5 verfügbar