Essays on Nonparametric Series Estimation with Application to Financial Econometrics
This dissertation includes two essays. In the first essay, I proposed an alternative estimator for multivariate densities. This estimator can be characterized as a transformation based estimator. The first stage estimates each marginal density separately. In the second stage, the joint density of e...
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Format: | Others |
Language: | en_US |
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2012
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Online Access: | http://hdl.handle.net/1969.1/ETD-TAMU-2011-08-10000 |