Root-\(n\) consistent kernel density estimation in practice

DOI10.1515/JEM-2014-0010zbMath1400.62321OpenAlexW2317524685MaRDI QIDQ1669819

Daniel J. Henderson, Christopher F. Parmeter

Publication date: 4 September 2018

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jem-2014-0010

zbMATH Keywords

robustnessdensitydensity estimationnonparametricnonparametric kernelroot-\(n\)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Nonparametric robustness (62G35) Applications of statistics to social sciences (62P25)

Related Items (2)

Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation ⋮ Determining the number of effective parameters in kernel density estimation

Uses Software

• np

Cites Work

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• Specification tests in nonparametric regression
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• Optimal bandwidth choice for density-weighted averages
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• A Brief Survey of Bandwidth Selection for Density Estimation
• Nonparametric Hypothesis Testing with Parametric Rates of Convergence
• Multivariate binary discrimination by the kernel method
• Efficient estimation of conditional variance functions in stochastic regression
• Applied Nonparametric Econometrics
• Testing heteroscedasticity in nonlinear and nonparametric regressions

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