Optimal asymmetric kernels

DOI10.1016/J.ECONLET.2003.07.017MaRDI QIDQ1927459zbMATH OpenOpenAlexFDO

Authors Karim M. Abadir, Steve Lawford

Publication date 1 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2003.07.017

zbMATH Keywords

nonparametric analysisincome distributionsintegrated mean squared-error (IMSE)tail quantiles

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Applications of statistics to economics (62P20)

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Cited in

(17)

• A semi-parametric density estimation with application in clustering
• On testing whether burn-in is required under the long-run average cost
• Nonparametric density estimation for positive time series
• Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data
• Local multiplicative bias correction for asymmetric kernel density estimators
• Estimation and inference in regression discontinuity designs with asymmetric kernels
• Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions
• Nonparametric conditional hazard rate estimation: a local linear approach
• Canonical higher-order kernels for density derivative estimation
• Large sample results for varying kernel regression estimates
• EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
• Local linear smoothers using asymmetric kernels
• The aggregation of dynamic relationships caused by incomplete information
• Optimal kernels
• On a discrete symmetric optimal associated kernel for estimating count data distributions
• Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data
• CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA

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