Optimal Asymmetric Kernels

Kernels are typically justified as a smoothing device in nonparametric analysis. We provide alternative interpretations which could lead to the use of asymmetric kernels. We thus derive the class of optimal asymmetric kernels, and analyse its main properties. We illustrate numerically its optimality by showing how well it fares in locating the mode and tail quantiles of some common asymmetric densities

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Year of publication:	2012
Authors:	Abadir, Karim Maher
Other Persons:	Lawford, Steve (contributor)
Publisher:	[2012]: [S.l.] : SSRN
Subject:	Nichtparametrisches Verfahren \| Nonparametric statistics \| Core \| Theorie \| Theory

Extent:	1 Online-Ressource (9 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Economics Letters, Vol. 83, No. 1, p. 61, April 2004 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2004 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013112345