EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS

DOI10.1017/S0266466605050528zbMATH Open1083.62032OpenAlexW2010006919MaRDI QIDQ3377442FDOQ3377442

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

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Mathematics Subject Classification ID

Density estimation (62G07)

Cites Work

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

Cited In (18)

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

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