Smoothing Bias in Density Derivative Estimation

DOI10.2307/2290774zbMath0780.62039OpenAlexW3124368982MaRDI QIDQ3142126

Thomas M. Stoker

Publication date: 2 February 1994

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

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)

Related Items (6)

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

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