Anderson, Gordon; Linton, Oliver; Whang, Yoon-Jae - Suntory and Toyota International Centres for Economics … - 2009
This paper develops methodology for nonparametric estimation of apolarization measure due to Anderson (2004) and … Anderson, Ge, and Leo(2006) based on kernel estimation techniques. We give the asymptoticdistribution theory of our estimator … estimation of unknown quantities in the limitingdistribution and show that our method yields consistent inference in allcases we …