Improved density and distribution function estimation (Q2326987)
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scientific article; zbMATH DE number 7116193
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| English | Improved density and distribution function estimation |
scientific article; zbMATH DE number 7116193 |
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Improved density and distribution function estimation (English)
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11 October 2019
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The authors study the estimation of the density function or the distribution function of generalised residuals in semi-parametric models defined by a finite number of moment restrictions. The paper gives conditions for the consistency and derives the asymptotic mean squared error properties of the kernel density and distribution function estimators proposed in the paper. Simulation studies are presented to evaluate the small sample performance of these estimators.
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moment conditions
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residuals
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