EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
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Publication:3377442
DOI10.1017/S0266466605050528zbMath1083.62032OpenAlexW2010006919MaRDI QIDQ3377442
Publication date: 22 March 2006
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466605050528
Related Items (16)
Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators ⋮ Rates of convergence in conditional covariance matrix with nonparametric entries estimation ⋮ Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions ⋮ Nonparametric density estimation with nonuniform B-spline bases ⋮ Yet another look at the omitted variable bias ⋮ Canonical higher-order kernels for density derivative estimation ⋮ Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data ⋮ Axioms for minimax regret choice correspondences ⋮ Normal reference bandwidths for the general order, multivariate kernel density derivative estimator ⋮ In search of an optimal kernel for a bias correction method for density estimators ⋮ Fast multivariate empirical cumulative distribution function with connection to kernel density estimation ⋮ Smoothness adaptive average derivative estimation ⋮ Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models ⋮ Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth ⋮ Gains from joint cross validation bandwidth selection for derivatives of conditional multidimensional densities ⋮ Inference in semiparametric binary response models with interval data
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