Averaged Singular Integral Estimation as a Bias Reduction Technique

This paper proposes an averaged version of singular integral estimators, whose bias achieves higher rates of convergence under smoothing assumptions. We derive exact bias bounds, without imposing smoothing assumptions, which are a basis for deriving the rates of convergence under differentiability assumptions.

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Year of publication:	2002
Authors:	Delgado, Miguel A. ; Vidal-Sanz, Jose M.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 80.2002, 1, p. 127-137
Publisher:	Elsevier
Keywords:	global rates of convergence for the bias singular integral estimators bias reduction techniques generalized jackknife

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199714