Asymmetric Kernel Smoothing: Theory and Applications in Economics and Finance

ISBN-13: 9789811054655 / Angielski / Miękka / 2018 / 110 str.

Masayuki Hirukawa; Mari Sakudo

Opis

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.

Spis treści

1. Asymmetric kernels: definition and history.- 2. Density estimation from nonnegative observations.- 3. Regression estimation with nonnegative regressors.- 4. Model specification tests.- 5. Asymmetric kernel smoothing in action: applications in economics and finance.

O autorze

Masayuki Hirukawa, Faculty of Economics, Ryukoku University