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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Bibliographic Details
Main Author: Chang, Meng-Shiuh
Other Authors: Wu, Ximing
Format: Others
Language:en_US
Published: 2012
Subjects:
Online Access:http://hdl.handle.net/1969.1/ETD-TAMU-2011-08-10000