A review of kernel density estimation with applications to econometrics

AZ Zambom, R Dias - International Econometric Review, 2013‏ - dergipark.org.tr
Nonparametric density estimation is of great importance when econometricians want to
model the probabilistic or stochastic structure of a data set. This comprehensive review …

Kernel density estimation and its application

S Węglarczyk - ITM web of conferences, 2018‏ - itm-conferences.org
Kernel density estimation is a technique for estimation of probability density function that is a
must-have enabling the user to better analyse the studied probability distribution than when …

Analysis of randomized comparative clinical trial data for personalized treatment selections

T Cai, L Tian, PH Wong, LJ Wei - Biostatistics, 2011‏ - academic.oup.com
Suppose that under the conventional randomized clinical trial setting, a new therapy is
compared with a standard treatment. In this article, we propose a systematic, 2-stage …

Nonparametric estimation of copula functions for dependence modelling

SX Chen, TM Huang - Canadian Journal of Statistics, 2007‏ - Wiley Online Library
Copulas characterize the dependence among components of random vectors. Unlike
marginal and joint distributions, which are directly observable, the copula of a random vector …

Forecasting value-at-risk of cryptocurrencies with riskmetrics type models

W Liu, A Semeyutin, CKM Lau, G Gozgor - Research in International …, 2020‏ - Elsevier
Since the financial crisis, risk management has been of growing interest to investors and the
approach of Value-at-Risk has gained wide acceptance. Investing in Cryptocurrencies …

On estimating distribution functions using Bernstein polynomials

A Leblanc - Annals of the Institute of Statistical Mathematics, 2012‏ - Springer
It is a known fact that some estimators of smooth distribution functions can outperform the
empirical distribution function in terms of asymptotic (integrated) mean-squared error. In this …

Empirical likelihood for estimating equations with missing values

D Wang, SX Chen - 2009‏ - projecteuclid.org
We consider an empirical likelihood inference for parameters defined by general estimating
equations when some components of the random observations are subject to missingness …

Image texture in dental panoramic radiographs as a potential biomarker of osteoporosis

MG Roberts, J Graham, H Devlin - IEEE Transactions on …, 2013‏ - ieeexplore.ieee.org
Previous studies have shown an association between osteoporosis and automatic
measurements of mandibular cortical width on dental panoramic radiographs (DPRs). In this …

Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory

C Martins-Filho, F Yao, M Torero - Econometric Theory, 2018‏ - cambridge.org
We propose nonparametric estimators for conditional value-at-risk (CVaR) and conditional
expected shortfall (CES) associated with conditional distributions of a series of returns on a …

Multistage plug—in bandwidth selection for kernel distribution function estimates

AM Polansky, ER Baker - Journal of Statistical Computation and …, 2000‏ - Taylor & Francis
The use of a kernel estimator as a smooth estimator for a distribution function has been
suggested by many authors An expression for the bandwidth that minimizes the mean …