Some Recent Developments in Nonparametric Statistics
نویسندگان
چکیده
منابع مشابه
Some Recent Developments in Nonparametric Finance
This paper gives a selective review on the recent developments of nonparametric methods in both continuous and discrete time finance, particularly in the areas of nonparametric estimation and testing of diffusion processes, nonparametric testing of parametric diffusion models, nonparametric pricing of derivatives, nonparametric estimation and hypothesis testing for nonlinear pricing kernel, and...
متن کاملSome Recent Developments in Sphalerons
We review briefly the sphaleron and list some of its properties. We summarize some of the results in models which have an extended scalar sector. We also present our work on models dealing with physics beyond the standard model. We focus on the energy of the sphaleron which is important in determining the rate of baryon number violation at the electroweak scale.
متن کاملSome Recent Banking Developments
When I was invited to this banking conference, I agreed to talk about bank interest margins – in particular, the international comparison of these margins. As it turns out, we at the Reserve Bank have said about as much as can fruitfully be said on this subject in our recent Annual Report. Therefore, I will quickly summarise this subject in the first third of this talk, then move on to somethin...
متن کاملSome Recent Developments in Microeconometrics
This paper surveys methods that have been added to the microeconometricians toolkit over the past twenty- ve years, and some recent developments in these newer methods. These methods include GMM, empirical likelihood, simulation-based estimation, quantile regression, semiparametric estimation, robust inference, and bootstrap. The paper also considers estimation of marginal e¤ects that can be g...
متن کاملSome Genericity Analyses in Nonparametric Statistics‡
Many nonparametric estimators and tests are naturally set in infinite dimensional contexts. Prevalence is the infinite dimensional analogue of full Lebesgue measure, shyness the analogue of being a Lebesgue null set. A prevalent set of prior distributions lead to wildly inconsistent Bayesian updating when independent and identically distributed observations happen in class of infinite spaces th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Revue de l'Institut International de Statistique / Review of the International Statistical Institute
سال: 1968
ISSN: 0373-1138
DOI: 10.2307/1401605