Optimal bandwidth choice for density-weighted averages
نویسندگان
چکیده
منابع مشابه
Bootstrap Bandwidth and Kernel Order Selection for Density Weighted Averages
Abstract: Density weighted average is a nonparametric quantity expressed by expectation of a function of random variables with density weight. It is associated with parametric components of some semiparametric models, and we are concerned with an estimator of this quantity. Asymptotic properties of semiparametric estimators have been studied in econometrics since the end of 1980’s and it is now...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1996
ISSN: 0304-4076
DOI: 10.1016/0304-4076(95)01761-5