๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Rate of convergence for an estimator in a portfolio and consumption model

โœ Scribed by T. E. Duncan; B. Pasik-Duncan

Publisher
Springer
Year
1989
Tongue
English
Weight
270 KB
Volume
61
Category
Article
ISSN
0022-3239

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Kernel density estimator in an infinite-
Kernel density estimator in an infinite-dimensional space with a rate of convergence in the case of diffusion process
โœ S Dabo-Niang ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 313 KB

We estimate the common probability density function of n i.i.d, observations at a fixed point, valued in an infinite-dimensional Banach space. A kernel estimator is proposed. Convergence in mean square is proved. Application to process of diffusion type is considered. (~) 2004 Elsevier Ltd. All righ

Normal Approximation Rate and Bias Reduc
Normal Approximation Rate and Bias Reduction for Data-Driven Kernel Smoothing Estimator in a Semiparametric Regression Model
โœ Sheng-Yan Hong ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 168 KB

Accuracy of the normal approximation for Speckman's kernel smoothing estimator of the parametric component ; in the semiparametric regression model y=x { ;+ g(t)+e is studied when the bandwidth used in the estimator is selected by a general data-based method which includes such commonly used bandwid