Optimal bandwidth selection for local linear estimation of discontinuity in density

DOI10.1016/J.ECONLET.2017.01.024zbMATH Open1490.62094OpenAlexW2582648983MaRDI QIDQ1672885FDOQ1672885

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

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zbMATH Keywords

bandwidth selectionlocal linear estimationdensity discontinuity

Mathematics Subject Classification ID

Density estimation (62G07)

Cites Work

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

Cited In (5)

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

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