Search Results - subject:"Kernel density estimator"

A Simple Consistent Nonparametric Estimator of the Lorenz Curve

Zhang, Yu Yvette - 2015

We propose a nonparametric estimator of the Lorenz curve that satisfies its theoretical properties, including monotonicity and convexity. We adopt a transformation approach that transforms a constrained estimation problem into an unconstrained one, which is estimated nonparametrically. We...

Persistent link: https://www.econbiz.de/10013018029

MDL Mean Function Selection in Semiparametric Kernel Regression Models

Gooijer, Jan G. De; Yuan, Ao - 2008

We study the problem of selecting the optimal functional form among a set of non-nested nonlinear mean functions for a semiparametric kernel based regression model. To this end we consider Rissanen's minimum description length (MDL) principle. We prove the consistency of the proposed MDL...

Persistent link: https://www.econbiz.de/10010325851

MDL Mean Function Selection in Semiparametric Kernel Regression Models

Gooijer, Jan G. De; Yuan, Ao - Tinbergen Institute - 2008

Persistent link: https://www.econbiz.de/10005137347

MDL Mean Function Selection in Semiparametric Kernel Regression Models

Gooijer, Jan G. De; Yuan, Ao - Tinbergen Instituut - 2008

Persistent link: https://www.econbiz.de/10011255588

Shape constrained kernel density estimation

Birke, Melanie - 2008

. To this end let K be a kernel with support Λ ⊆ IR and h the corresponding bandwidth. Then the kernel density estimator is … first smoothed by an unconstrained kernel density estimator. Recently, Balabdaoui and Wellner (2007) propose a maximum …, let K be a positive and symmetric kernel with support IR and h the corresponding bandwidth. Then the kernel density …

Persistent link: https://www.econbiz.de/10003835873

MDL mean function selection in semiparametric Kernel regression models

Gooijer, Jan G. de; Yuan, Ao - 2008 - Forthcoming in: Communications in Statistics: Theory and Methods, 2008

Persistent link: https://www.econbiz.de/10011374398

Nonparametric Estimation with Aggregated Data

Linton, Oliver - 2008

We introduce a kernel-based estimator of the density function and regression function for data that have been grouped into family totals. We allow for a common intra-family component but require that observations from different families be in dependent. We establish consistency and asymptotic...

Persistent link: https://www.econbiz.de/10012771053

Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression

Dunker, Fabian; Florens, Jean-Pierre; Hohage, Thorsten; … - In: Journal of econometrics 178 (2014) 1, pp. 444-455

Persistent link: https://www.econbiz.de/10010256195

Inference on stochastic time-varying coefficient models

Giraitis, Liudas; Kapetanios, George; Yates, Anthony - In: Journal of econometrics 179 (2014) 1, pp. 46-65

Persistent link: https://www.econbiz.de/10010258276

Nonparametric inference based on conditional moment inequalities

Andrews, Donald W. K.; Shi, Xiaoxia - In: Journal of econometrics 179 (2014) 1, pp. 31-45

Persistent link: https://www.econbiz.de/10010258282