Menu
Sprawdź status swojego zamówienia
Skontaktuj się z nami
Książka Asymmetric Kernel Smoothing: Theory and Applications in Economics and Finance Masayuki Hirukawa

Asymmetric Kernel Smoothing: Theory and Applications in Economics and Finance

Autor: Masayuki Hirukawa, Mari Sakudo
Język: Angielski
Oprawa: Miękka
Wydawca: Springer Verlag, Singapore
Dostępność: Na zamówienie
Wysyłamy za 17-27 dni
240.03 zł
This is the first book to provide an accessible and comprehensive introduction to a newly developed...

Informacje o książce

Autor
Masayuki Hirukawa, Mari Sakudo
Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2018
strony
110
EAN
9789811054655
ISBN
9811054657
Enbook ID
16406339
Wydawca
Springer Verlag, Singapore
Waga
212
Wymiary
234 x 155 x 18

Pełny opis

This is the first book to provide an accessible and comprehensive introduction to a newly developed smoothing technique using asymmetric kernel functions. Further, it discusses the statistical properties of estimators and test statistics using asymmetric kernels. The topics addressed include the bias-variance tradeoff, smoothing parameter choices, achieving rate improvements with bias reduction techniques, and estimation with weakly dependent data. Further, the large- and finite-sample properties of estimators and test statistics smoothed by asymmetric kernels are compared with those smoothed by symmetric kernels. 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. Yet many types of economic and financial data are nonnegative and violate the presumed conditions of conventional methods. Examples include incomes, wages, short-term interest rates, and insurance claims. Such observations are often concentrated near the boundary and have long tails with sparse data. Smoothing with asymmetric kernel functions has increasingly gained attention, because the approach successfully addresses the issues arising from distributions that have natural boundaries at the origin and heavy positive skewness. Offering an overview of recently developed kernel methods, complemented by intuitive explanations and mathematical proofs, this book is highly recommended to all readers seeking an in-depth and up-to-date guide to nonparametric estimation methods employing asymmetric kernel smoothing.

Możesz być zainteresowany

The Adventures of Quaccky and Lou: The Big Surprise

Leighsha Crosley
54.20 zł

Letters to Various Persons

Thoreau Henry David
135.04 zł

Embedding Sustainability, Corporate Social Responsibility and Ethics in Business Education

Caroline Elliott
574.95 zł

Fire in the Blood

Robyn Bachar
31.91 zł

Sketches of the Principles of Government; by Nathaniel Chipman, Judge of the Court of the United States for the District of Vermont

NATHANIEL CHIPMAN
139.16 zł

Heterophase Network Polymers

Grigori M. Sigalov
1 098.26 zł

International Feminist Perspectives on Educational Reform

David H. Kelly
535.37 zł

Earthworms

Lisa J. Amstutz
31.22 zł

Revelation

Mark Philip Poncy
86.72 zł

Threat of Bioterrorism from Domestic U.S. Terrorist Groups

Roger Dean Golden
68.55 zł

Klienci, którzy kupili tę książkę, kupili również

Punto y línea sobre el plano : contribución al análisis de los elementos pictóricos

V. KANDINSKY
69.72 zł

Ruh Hirsizi

Rachel Vincent
62.95 zł

Blanès

Jeanmart
97.72 zł

L'alimentation du monde et son avenir

Boussard
71.30 zł

1928

Paul Geiger
494.41 zł

Transformation Maligne de l''am loblastome En Carcinome Am loblastique

Rachid Benchanna
153.41 zł