A Review of Kernel Density Estimation with Applications to Econometrics

Adriano Z ZAMBOM; Ronaldo DİAS

Makale detayları

A Review of Kernel Density Estimation with Applications to Econometrics

Yazarlar:

Adriano Z ZAMBOM | Ronaldo DİAS

Yayıncı:

Econometric Research Association

Ana Başlıklar:

Sosyoloji & antropoloji | Yönetim

Dergi:

International Econometric Review 2013 Vol.5 Issue 1, pp.20-42

Belge Tipi:

Makale

Yayın Tarihi:

3/2013

Belge Dili:

Türkçe

Document ID (Org No.):

2000717700

Sıklık:

Üç Aylık

eISSN:

1308-8815

pISSN:

1308-8793

Özet:

 

Nonparametric density estimation is of great importance when econometricians want to model the probabilistic or stochastic structure of a data set. This comprehensive review   summarizes the most important theoretical aspects of kernel density estimation and provides an extensive description of classical and modern data analytic methods to compute the   smoothing parameter. Throughout the text, several references can be found to the most up-to-date and cut point research approaches in this area, while econometric data sets are   analyzed as examples. Lastly, we present SIZer, a new approach introduced by Chaudhuri and Marron (2000), whose objective is to analyze the visible features representing important   underlying structures for different bandwidths.

Makale detayları

A Review of Kernel Density Estimation with Applications to Econometrics

Yazarlar: Adriano Z ZAMBOM | Ronaldo DİAS

Yayıncı: Econometric Research Association

Ana Başlıklar: Sosyoloji & antropoloji | Yönetim

Dergi: International Econometric Review 2013 Vol.5 Issue 1, pp.20-42

Belge Tipi: Makale

Yayın Tarihi: 3/2013

Belge Dili: Türkçe

Document ID (Org No.): 2000717700

Sıklık: Üç Aylık

eISSN: 1308-8815

pISSN: 1308-8793

Sayı

Yazarlar:

Adriano Z ZAMBOM | Ronaldo DİAS

Yayıncı:

Econometric Research Association

Ana Başlıklar:

Sosyoloji & antropoloji | Yönetim

Dergi:

International Econometric Review 2013 Vol.5 Issue 1, pp.20-42

Belge Tipi:

Makale

Yayın Tarihi:

3/2013

Belge Dili:

Türkçe

Document ID (Org No.):

2000717700

Sıklık:

Üç Aylık

eISSN:

1308-8815

pISSN:

1308-8793