Optimal bandwidth choice for density-weighted averages

DOI10.1016/0304-4076(95)01761-5zbMath0864.62022OpenAlexW2011499223WikidataQ127147252 ScholiaQ127147252MaRDI 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

smoothingkernel estimatorsmean squared errorderivativeaverage densitybiasplug-in estimatoroptimal bandwidthindex modelsconditional covariancesdensity-weighted averagesmodels of selected samplessemiparametric estimation methods

Mathematics Subject Classification ID

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

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