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

Author: 
Kyoo il Kim
Description: 
Paper No. 20-2006
JEL codes: 
Organisation: 
Abstract: 
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 supports of densities are possibly unbounded.