Optimal asymmetric kernels

DOI10.1016/j.econlet.2003.07.017zbMath1255.62101OpenAlexW3125856776MaRDI QIDQ1927459

Karim M. Abadir, Steve Lawford

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2003.07.017

zbMATH Keywords

income distributionsnonparametric analysisintegrated mean squared-error (IMSE)tail quantiles

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Nonparametric estimation (62G05)

Related Items (13)

On testing whether burn-in is required under the long-run average cost ⋮ Local multiplicative bias correction for asymmetric kernel density estimators ⋮ Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions ⋮ A semi-parametric density estimation with application in clustering ⋮ Canonical higher-order kernels for density derivative estimation ⋮ Estimation and inference in regression discontinuity designs with asymmetric kernels ⋮ Nonparametric density estimation for positive time series ⋮ CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA ⋮ The aggregation of dynamic relationships caused by incomplete information ⋮ Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data ⋮ EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS ⋮ Nonparametric conditional hazard rate estimation: a local linear approach ⋮ Large sample results for varying kernel regression estimates

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