Local multiplicative bias correction for asymmetric kernel density estimators

DOI10.1016/J.JECONOM.2007.01.018zbMATH Open1418.62136OpenAlexW3121914440MaRDI QIDQ288358FDOQ288358

Authors: Matthias Hagmann, Olivier Scaillet 

Publication date: 25 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:79881

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zbMATH Keywords

health insuranceincome distributionspecification testingasymmetric kernelloss distributionsemiparametric density estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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Cited In (31)

• Bayesian inference in based-kernel regression: comparison of count data of condition factor of fish in pond systems
• Nonparametric density estimation based on beta prime kernel
• Another bias correction for asymmetric kernel density estimation with a parametric start
• New classes of density estimates of low bias
• Asymptotic properties of Dirichlet kernel density estimators
• Nonparametric density estimation for positive time series
• Statistical inference in the partial linear models with the inverse gaussian kernel
• Local multiplicative bias correction for asymmetric kernel density estimators
• Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels
• Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables
• Nonparametric kernel density estimation near the boundary
• Nonnegative bias reduction methods for density estimation using asymmetric kernels
• A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels
• Testing for symmetry and conditional symmetry using asymmetric kernels
• A new non parametric estimator for Pdf based on inverse gamma distribution
• Adaptive nonparametric regression on finite support
• Multiplicative bias correction for asymmetric kernel density estimators revisited
• Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels
• Density estimates of low bias
• Limiting bias-reduced Amoroso kernel density estimators for non-negative data
• Correction locale de l'estimateur à noyau de la densité d'une loi de probabilité
• Multiplicative bias correction for generalized Birnbaum-Saunders kernel density estimators and application to nonnegative heavy tailed data
• Multivariate generalized Birnbaum—Saunders kernel density estimators
• Generalised gamma kernel density estimation for nonnegative data and its bias reduction
• Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval
• Semiparametric multiple kernel estimators and model diagnostics for count regression functions
• Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data
• Local linear smoothers using inverse Gaussian regression
• Weighted log-normal kernel density estimation
• Asymmetric Kernel Density Estimation Based on Grouped Data with Applications to Loss Model
• Multiplicative bias correction for inverse gamma and beta prime kernel density estimators

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