Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities
This paper studies the uniform convergence rate of the turncated SNP (semi-nonparametric) 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.
|Date of creation:||Sep 2006|
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|Publication status:||Published in SMU Economics and Statistics Working Paper Series|
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- Victor Fenton & Gallant, A. Ronald, 1996.
"Qualitative and Asymptotic Performance of SNP Density Estimators,"
96-17, Duke University, Department of Economics.
- Fenton, Victor M. & Gallant, A. Ronald, 1996. "Qualitative and asymptotic performance of SNP density estimators," Journal of Econometrics, Elsevier, vol. 74(1), pages 77-118, September.
- Newey, Whitney K., 1997. "Convergence rates and asymptotic normality for series estimators," Journal of Econometrics, Elsevier, vol. 79(1), pages 147-168, July.
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