Nonparametric series density estimation and testing

QR Code

Nonparametric series density estimation and testing

This paper .rst establishes consistency of the exponential series density estimator when nuisance parameters are estimated as a preliminary step. Convergence in relative entropy of the density estimator is preserved, which in turn implies that the quantiles of the population density can be consisten...

Full description

Bibliographic Details
Main Author:	Marsh, Patrick
Format:	Article
Published:	Springer 2018
Subjects:	Goodness-of-fit Nonparametric likelihood ratio Nuisance Parameters and Series Density Estimator
Online Access:	https://eprints.nottingham.ac.uk/52926/

Similar Items

Nonparametric specification tests for stochastic volatility models based on volatility density
by: Zu, Yang
Published: (2015)

Nonparametric hypothesis testing for equality of means on the simplex
by: Tsagris, Michail, et al.
Published: (2016)

Match tests for nonparametric analysis of variance problems
by: Worthington, P.L.B.
Published: (1982)

Parameter estimation on hurdle poisson regression model with censored data
by: Greene, William, et al.
Published: (2012)

The Effect of Reparameterisation on the Behaviour of Nonlinear Estimates
by: Mohamed Ramli, Norazan
Published: (2000)

Consistent nonparametric specification tests for stochastic volatility models based on the return distribution
by: Zu, Yang, et al.
Published: (2017)

Bayesian nonparametrics for stochastic epidemic models
by: Kypraios, Theodore, et al.
Published: (2018)

Bayesian nonparametric inference for stochastic epidemic models
by: Xu, Xiaoguang
Published: (2015)

A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
by: Zu, Yang
Published: (2015)

Bayesian nonparametric methods for individual-level stochastic epidemic models
by: Seymour, Rowland G.
Published: (2020)

Goodness of fit tests and lasso variable selection in time series analysis
by: Chand, Sohail
Published: (2011)

Goodness-of-fit test for discrete and censored data, based on the empirical distribution function
by: Pettitt, Anthony
Published: (1973)

The performance of robust two-stage estimator in nonlinear regression with autocorrelated error.
by: Riazoshams, Hossein, et al.
Published: (2010)

Evaluating online review helpfulness based on Elaboration Likelihood Model: the moderating role of readability
by: Li, Boying, et al.
Published: (2017)

Parameter Estimation of K-Distributed Clutter Based on Fuzzy Inference and Gustafson-Kessel Clustering
by: Davari, Atefeh
Published: (2008)

Volatility estimation from short time series of stock prices
by: Dokuchaev, Nikolai
Published: (2013)

Analysing point patterns on networks — A review
by: Baddeley, Adrian, et al.
Published: (2021)

Maximizing Likelihood Function for Parameter Estimation in Point Clouds via Groebner Basis
by: Awange, Joseph, et al.
Published: (2014)

Adaptive wild bootstrap tests for a unit root with nonstationary volatility
by: Boswijk, Peter, et al.
Published: (2018)

Estimation of Induction Motor Parameters Using Hybrid Algorithms for Power System Dynamic Studies
by: Susanto, Julius, et al.
Published: (2013)

Estimating the reliability model parameters through a simulation of warranty claims: How much data is needed?
by: Summit, Raymond
Published: (2012)

Kernel density estimation for spatial processes: the L_1 theory
by: Hallin, M., et al.
Published: (2004)

Goodness-of-fit and detection problems in impulsive interference.
by: Brown, Christopher L.
Published: (2000)

Mean-VaR portfolio optimization: a nonparametric approach
by: Lwin, Khin T., et al.
Published: (2017)

Accelerating Kohn–Sham response theory using density fitting and the auxiliary-density-matrix method
by: Kumar, Chandan, et al.
Published: (2018)

Goodness-of-fit tests for extreme value distributions
by: Zainal Abidin, Nahdiya
Published: (2013)

Decoding fMRI events in sensorimotor motor network using sparse paradigm free mapping and activation likelihood estimates
by: Tan, Francisca M., et al.
Published: (2017)

Bayesian Nonparametric Approaches to Abnormality Detection in Video Surveillance
by: Nguyen, V., et al.
Published: (2015)

Parameter estimation of Kumaraswamy Burr type X models based on cure models with or without covariates
by: Yusuf, Madaki Umar
Published: (2017)

Maximum likelihood estimation in mixed integer linear model with P-norm distribution
by: Li, Bofeng, et al.
Published: (2010)

On the folded normal distribution
by: Tsagris, Michail, et al.
Published: (2014)

Parameter estimation of smooth threshold autoregressive models.
by: Nur, Darfiana
Published: (1998)

Estimation of relative risk for events on a linear network
by: McSwiggan, G., et al.
Published: (2020)

Does Appraisal Mediate the Relationship Between Neuroticism and Maladaptive Coping? A Pilot Study in the Context of University Exams
by: Boyes, Mark, et al.
Published: (2011)

Nonparametric conditional mean cumulative functions for comparison of random-interval counting processes with applications to panel count data analysis in medical study
by: Tan, Pei Ling
Published: (2018)

Transformer Parameters Estimation From Nameplate Data Using Evolutionary Programming Techniques
by: Mossad, M., et al.
Published: (2014)

Performance analysis of signal-to-noise ratio estimators in AWGN and fading channels
by: Gopal, Lenin, et al.
Published: (2008)

Least-squares variance component estimation
by: Teunissen, Peter, et al.
Published: (2008)

Semiparametric inference procedure for the accelarated failure time model with interval-censored data
by: Karimi, Mostafa
Published: (2019)

The mediating effect of appraisal on the relationship between neuroticism and coping during an anagram-solving task: A goodness-of-fit hypothesis perspective
by: Boyes, Mark, et al.
Published: (2012)