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Cross-validated SNP density estimates

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Author Info
Coppejans, Mark
Gallant, A. Ronald
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File URL: http://www.sciencedirect.com/science/article/B6VC0-4625PBK-4/2/84d6b6d1b2aebfd355424bc696f2a167
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 110 (2002)
Issue (Month): 1 (September)
Pages: 27-65
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Handle: RePEc:eee:econom:v:110:y:2002:i:1:p:27-65

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation, Yale University. [Downloadable!]
  2. Xiaohong Chen & Yanqin Fan & Victor Tsyrennifov, 2002. "Efficient Estimation of Semiparametric Multivariate Copula Models," Working Papers 0420, Department of Economics, Vanderbilt University, revised Sep 2004. [Downloadable!]
    Other versions:
  3. GARCIA, RenŽ & RENAULT, Eric & VEREDAS, David, 2006. "Estimation of stable distributions by indirect inference," CORE Discussion Papers 2006112, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  4. Kyoo il Kim, 2006. "Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities," Working Papers 20-2006, Singapore Management University, School of Economics. [Downloadable!]
  5. Helena Veiga, 2006. "Are Feedback Factors Important In Modelling Financial Data?," Statistics and Econometrics Working Papers ws060101, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    Other versions:
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