Optimal bandwidth choice for density-weighted averages

DOI10.1016/0304-4076(95)01761-5zbMath0864.62022MaRDI QIDQ1126477

James L. Powell, Thomas M. Stoker

Publication date: 22 June 1997

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/2410

zbMATH Keywords

smoothing; kernel estimators; mean squared error; derivative; average density; bias; plug-in estimator; optimal bandwidth; index models; conditional covariances; density-weighted averages; models of selected samples; semiparametric estimation methods

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G07: Density estimation

62G05: Nonparametric estimation

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