Publication Type
Working Paper
Version
publishedVersion
Publication Date
9-2006
Abstract
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.
Keywords
SNP Density Estimator, Uniform Convergence Rate, Comparison of Two Densities
Discipline
Econometrics
Research Areas
Econometrics
First Page
1
Last Page
34
Publisher
SMU Economics and Statistics Working Paper Series, No. 20-2006
City or Country
Singapore
Citation
KIM, Kyoo-il.
Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities. (2006). 1-34.
Available at: https://ink.library.smu.edu.sg/soe_research/904
Copyright Owner and License
Authors
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Comments
Published in Econometrics Journal, March 2007, https://doi.org/10.1111/j.1368-423X.2007.00197.x