Asymmetric kernel smoothing: theory and applications in economics and finance
Auteur :
Hirukawa, Masayuki
Éditeur :
Springer Verlag, Singapore
ISBN :
9789811054655
Date de publication :
2 juil. 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
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.