Density Estimation and Combination under Model Ambiguity



[37] Roca P.F. and Manteiga W.G., Efficiency of a New Class of Linear Regression Estimates Obtained by
Preliminary Nonparametric Estimation, in Puri M., Vilaplana J.P. and Wertz W., New Perspectives in
Theoretical and Applied Statistics, 1987.

[38] Sawa T., Information Criteria for Discriminating Among Alternative Regression Models, Econometrica
Vol.46, Nov.1978.

[39] Sims A.; Uncertainty Across Models, The American Economic Review, Volume 78, Issue 2, 163-67 (May,
1988).

[40] Sin C.Y. and H. White, Information Criteria for Selecting Possibly Misspecified Parametric Modles,
Journal of Econometrics 71 (1996), pp207-225.

[41] Ullah A.; Entropy, Divergence and Distance Measures with Econometric Applications, Journal of Sta-
tistical Planning and Inference 49 (1996) 137-162.

[42] Uppal R. and T. Wang, Model Misspecification and Under-Diversification, mimeo January 2002.

[43] Vapnik V.N.; The Nature of Statistical Learning Theory, Springer-Verlag 2000 (math Q325.7.V37).

[44] White H., Maximum Likelihood Estimation of Misspecified Models, Econometrica, 1982, volume 50,
number1.

[45] White H., Estimation, Inference and Specification Analysis, Cambridge University Press 1994.

[46] Zheng J.X., A Consistent Test of Functional Form Via Nonparametric Estimation Techniques, Journal
of Econometrics 75 (1996) pp263-289.

[47] Zheng J.X, A Consistent Test of Conditional Parametric Distributions, Econometric Theory, 16, 2000,
pp 667-691.

36



More intriguing information

1. Knowledge and Learning in Complex Urban Renewal Projects; Towards a Process Design
2. The name is absent
3. Assessing Economic Complexity with Input-Output Based Measures
4. Evidence-Based Professional Development of Science Teachers in Two Countries
5. The name is absent
6. Foreign direct investment in the Indian telecommunications sector
7. The name is absent
8. The name is absent
9. The name is absent
10. Institutions, Social Norms, and Bargaining Power: An Analysis of Individual Leisure Time in Couple Households