EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS

DOI10.1017/S0266466605050528MaRDI QIDQ3377442zbMATH OpenOpenAlexFDO

Authors Bruce E. Hansen

Publication date 22 March 2006

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466605050528

Mathematics Subject Classification ID

Density estimation (62G07)

Recommendations

• Exact mean integrated squared error
• Asymptotic effectiveness of some higher order kernels
• Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
• Choice of kernel order in density estimation
• Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous

Cites work

• Correcting the negativity of high-order kernel density estimators
• Multivariate density estimation with general flat-top kernels of infinite order
• Optimal asymmetric kernels

Cited in

(22)

• Exact mean integrated squared error
• Non-parametric estimation of the first-order Sobol indices with bootstrap bandwidth
• Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
• Normal reference bandwidths for the general order, multivariate kernel density derivative estimator
• Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
• Inference in semiparametric binary response models with interval data
• Smoothness adaptive average derivative estimation
• Canonical higher-order kernels for density derivative estimation
• In search of an optimal kernel for a bias correction method for density estimators
• Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
• Rates of convergence in conditional covariance matrix with nonparametric entries estimation
• Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data
• Gains from joint cross validation bandwidth selection for derivatives of conditional multidimensional densities
• Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions
• Nonparametric density estimation with nonuniform B-spline bases
• Yet another look at the omitted variable bias
• Change point analysis of functional variance function with stationary error
• Axioms for minimax regret choice correspondences
• Grid Point Approximation for Distributed Nonparametric Smoothing and Prediction
• A performance comparison of KDE fixed-bandwidth selectors in density estimation
• Sensitivity analysis from a single input/output sample
• MCA: high-dimensional modal component analysis towards the mode

This page was built for publication: EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3377442)