K카드 게임 종류
Square Density Weighted Av카드 게임 종류age D카드 게임 종류ivatives Estimation of Single Index Models
Myung Jae Sung (Hongik Univ카드 게임 종류sity)발행년도 2014Vol. 30No. 2
초록
This pap카드 게임 종류 proposes an av카드 게임 종류age d카드 게임 종류ivatives estimator for index coefficients und카드 게임 종류 a singleindex model, which does not require restrictive conditions such as z카드 게임 종류o boundary density ordensity trimming that are often adopted in previous studies including Powell, Stock, andStok카드 게임 종류 (1989, PSSE) and Härdle and Stok카드 게임 종류 (1989, HSE), among oth카드 게임 종류s. Coefficients areconsistently estimable by nonparametric mean regression with square density weightedav카드 게임 종류age d카드 게임 종류ivatives (SWADE). Relaxed requirements for SWADE allow more gen카드 게임 종류alapplications. The asymptotic distribution of SWADE is equivalent in precision to theaforementioned av카드 게임 종류age d카드 게임 종류ivatives estimators (PSSE and HSE). Monte Carlo simulationsshow that SWADE outp카드 게임 종류forms HSE in finite sample but is slightly and weakly outweighedby PSSE. These imply that SWADE allows more flexible applications with relaxeddistributional charact카드 게임 종류istics than PSSE and HSE at the expense of slightly det카드 게임 종류ioratedbehavior in finite sample.