Guillen, Montserrat; Nielsen, Jens Perch; Bolance, Catalina - Society for Computational Economics - SCE - 2000
In this paper we concentrate on the estimation of loss functions using nonparametric methods. We focus on the parametric transformation approach to kernel smoothing introduced by Wand, Marron and Ruppert (1991) and compare it with the standard kernel estimator and the multiplicative bias...