Optimal bandwidth selection for local linear estimation of discontinuity in density

DOI10.1016/J.ECONLET.2017.01.024MaRDI QIDQ1672885zbMATH OpenOpenAlexFDO

Authors Hugo Jales, Jun Ma, Zhengfei Yu

Publication date 11 September 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2017.01.024

zbMATH Keywords

bandwidth selectionlocal linear estimationdensity discontinuity

Mathematics Subject Classification ID

Density estimation (62G07)

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Cites work

• Manipulation of the running variable in the regression discontinuity design: a density test
• Mathematical statistics. Basic ideas and selected topics. Volume I
• Optimal bandwidth selection for the fuzzy regression discontinuity estimator
• Robust nonparametric confidence intervals for regression-discontinuity designs

Cited in

(5)

• Monotonicity-constrained nonparametric estimation and inference for first-price auctions
• A bandwidth selector for local linear density estimators
• Minimum Contrast Empirical Likelihood Inference of Discontinuity in Density^*
• Optimal bandwidth selection for the fuzzy regression discontinuity estimator
• Optimal Bandwidth Choice for the Regression Discontinuity Estimator

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