Seminario 15/09: T. Ñíguez Grau (U. Westminster) – The expansion of moments density

Información

  • Ponente: Trino Manuel Ñíguez Grau, University of Westminster
  • Fecha: 05/mar/2015 - 12:30 horas
  • Lugar: Seminario del Departamento de Métodos Cuantitativos para la Economía y Empresa, UMU. Se retransmitirá en directo.
HamburgerDensity4

Abstract

This paper introduces a novel semi-nonparametric (SNP) distribution that we name Expansion of Moments (ME hereafter). The innovation of this density lies in its polynomials given by the difference between the n-th power of the variable and the n-th moment of the parametric density used as basis. We show that the ME keeps the typical flexibility of SNP densities and presents gains in simplicity that make it more tractable for theoretical analysis and easier to implement in practice.

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