CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA

DOI10.1017/S0266466605050218zbMATH Open1062.62058MaRDI QIDQ4680628FDOQ4680628

Taoufik Bouezmarni, Olivier Scaillet

Publication date: 7 June 2005

Published in: Econometric Theory (Search for Journal in Brave)

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Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Cites Work

• Beta kernel estimators for density functions
• Consistency of the beta kernel density function estimator
• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
• Smooth optimum kernel estimators near endpoints
• Incorporating support constraints into nonparametric estimators of densities
• Beta-Bernstein Smoothing for Regression Curves with Compact Support
• The Econometrics of Ultra-high-frequency Data
• An introduction to hypergeometric functions for economists
• Density estimation using inverse and reciprocal inverse Gaussian kernels
• Probability density function estimation using gamma kernels
• Optimal asymmetric kernels
• Nonparametric Pricing of Interest Rate Derivative Securities
• Convergence Rates of SNP Density Estimators
• Local linear smoothers using asymmetric kernels
• Boundary modification for kernel regression
• Smoothing histograms by means of lattice- and continuous distributions
• Probability density estimation using delta sequences
• A universally acceptable smoothing factor for kernel density estimates
• Kernel density estimation of actuarial loss functions
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• Minimizing \(L_ 1\) distance in nonparametric density estimation
• Asymptotic distributions of smoothed histograms
• Two Mixed Normal Densities from Cointegration Analysis

Cited In (53)

• Semi-parametric approach for approximating the ruin probability of classical risk models with large claims
• Generalised local polynomial estimators of smooth functionals of a distribution function with nonnegative support
• Impact of Nonparametric Density Estimation on the Approximation of the G∕G∕1 Queue by the M∕G∕1 One
• A semi-parametric density estimation with application in clustering
• Nonparametric density estimation based on beta prime kernel
• Performance evaluation and dimensioning of \(GI^X/M/c/N\) systems through kernel estimation
• An improved minimum-distance texture estimator for speckled data under the \(\mathscr{G}^0\) model
• Density estimation using inverse and reciprocal inverse Gaussian kernels
• Nonparametric specification tests for conditional duration models
• Mellin-Meijer kernel density estimation on \(\mathbb{R}^+\)
• Robust nonparametric estimation of the intensity function of point data
• Asymptotic properties of Dirichlet kernel density estimators
• On testing whether burn-in is required under the long-run average cost
• Semiparametric multivariate density estimation for positive data using copulas
• Title not available (Why is that?)
• Nonparametric density estimation for positive time series
• Choice of the smoothing parameter in the kernel estimation of the transition matrix of a semi-Markovian process
• Statistical techniques for a numerical evaluation of the proximity of \(G/G/1\) and \(G/M/1\) queueing systems
• Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels
• Kernel density in the study of the strong stability of the \(M/M/1\) queueing system
• Automatic bandwidth selection in robust nonparametric regression
• Estimation and inference in regression discontinuity designs with asymmetric kernels
• Local multiplicative bias correction for asymmetric kernel density estimators
• On the estimation of entropy for non-negative data
• Manipulation of the running variable in the regression discontinuity design: a density test
• Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory
• Density and hazard rate estimation for censored and α-mixing data using gamma kernels
• Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels
• Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables
• Nonparametric kernel density estimation near the boundary
• A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels
• Testing for symmetry and conditional symmetry using asymmetric kernels
• Towards a better understanding of the dual representation of phi divergences
• A new non parametric estimator for Pdf based on inverse gamma distribution
• Asymptotic properties of Bernstein estimators on the simplex
• Adaptive nonparametric regression on finite support
• Assessing the dependence structure of the components of hybrid time series processes using mutual information
• Kullback Leibler property of kernel mixture priors in Bayesian density estimation
• \(L_{1}\)-rate of convergence of smoothed histogram
• New type of gamma kernel density estimator
• Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels
• Gamma kernel estimators for density and hazard rate of right-censored data
• Limiting bias-reduced Amoroso kernel density estimators for non-negative data
• Nonparametric filtering of the realized spot volatility: a kernel-based approach
• A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications
• Generalised gamma kernel density estimation for nonnegative data and its bias reduction
• Nonparametric density estimation for multivariate bounded data
• ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS
• Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data
• Local linear smoothers using inverse Gaussian regression
• Weighted log-normal kernel density estimation
• Asymmetric Kernel Density Estimation Based on Grouped Data with Applications to Loss Model
• Multiplicative bias correction for inverse gamma and beta prime kernel density estimators

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