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Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities

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  • Kyoo il Kim

Abstract

This paper studies the uniform convergence rate of the truncated seminonparametric (SNP) 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. Copyright Royal Economic Society 2007

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  • Kyoo il Kim, 2007. "Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 1-34, March.
  • Handle: RePEc:ect:emjrnl:v:10:y:2007:i:1:p:1-34
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