Smoothing Bias in Density Derivative Estimation

DOI10.2307/2290774zbMATH Open0780.62039OpenAlexW3124368982MaRDI QIDQ3142126FDOQ3142126

Authors: Thomas M. Stoker 

Publication date: 2 February 1994

Full work available at URL: http://hdl.handle.net/1721.1/2371

Recommendations

• Smoothing bias in the measurement of marginal effects
• Estimation of integrated squared density derivatives
• Estimating a density under pointwise constraints on the derivatives
• Density estimates of low bias
• Asymptotic distributions of estimators of the derivative of a density and the score function

zbMATH Keywords

kernel estimatorsnormal densitiesadaptive estimation of regression modelsattenuation biasnormal mixture densitiesdensity estimation by local smoothingderivative biasestimating average derivativesestimation of score vectorsfixed bandwidth limitslocation score vectorsnegative log-density derivativesscore bias

Mathematics Subject Classification ID

Density estimation (62G07)

Cited In (7)

• Volatility regressions with fat tails
• Smoothing bias in the measurement of marginal effects
• A limit theorem for a smooth class of semiparametric estimators
• Optimal bandwidth choice for density-weighted averages
• Average derivative estimation from biased data
• Tests against inequality constraints in semiparametric models
• Local likelihood density estimation

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