Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities

• Main Author: KIM, Kyoo-il
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2006
• Subjects: SNP Density Estimator; Uniform Convergence Rate; Comparison of Two Densities; Econometrics
• Online Access: https://ink.library.smu.edu.sg/soe_research/904; https://ink.library.smu.edu.sg/context/soe_research/article/1903/viewcontent/EJ0509_revise21.pdf
• Institution: Singapore Management University

This paper studies the uniform convergence rate of the turncated SNP (semi-nonparametric) density estimator. Using the uniform convergence rate result we obtain, we propose a test statistic testing the equivalence of two unknown densities where two densities are estimated using the SNP estimator and...