Local multiplicative bias correction for asymmetric kernel density estimators

DOI10.1016/j.jeconom.2007.01.018zbMath1418.62136OpenAlexW3121914440MaRDI QIDQ288358

F. Blanchet-Sadri, M. Dambrine

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

zbMATH Keywords

income distributionhealth insurancespecification 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)

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