OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS

DOI10.1017/S0266466609090628zbMath1183.62063OpenAlexW2119298891MaRDI QIDQ5187623

David T. Jacho-Chávez

Publication date: 26 February 2010

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466609090628

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

Related Items (3)

k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA ⋮ EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION ⋮ Empirical Likelihood for Efficient Semiparametric Average Treatment Effects

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