Kernel estimation under linear-exponential loss

DOI10.1016/J.ECONLET.2005.10.012zbMath1255.62086OpenAlexW2094822798MaRDI QIDQ1929074

Stanislav Anatolyev

Publication date: 7 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2005.10.012

zbMATH Keywords

optimal bandwidth

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

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Cites Work

• Rationality testing under asymmetric loss
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• The Kernel Estimate of a Regression Function in Likelihood-Based Models

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