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  • Search: subject:"Optimal Band-Width"
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Year of publication
Subject
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Communication 1 Credibility 1 Focal Points 1 Monetary Policy 1 Optimal Band-Width 1 fractional order statistics 1 high-order accuracy 1 inference-optimal band- width 1 kernel smoothing 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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English 1 Undetermined 1
Author
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Demertzis, Maria 1 Goldman, Matt 1 Kaplan, David M. 1 Viegi, Nicola 1
Institution
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Economics Department, University of Missouri 1 de Nederlandsche Bank 1
Published in...
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DNB Working Papers 1 Working Papers / Economics Department, University of Missouri 1
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
Fractional order statistic approximation for nonparametric conditional quantile inference
Kaplan, David M.; Goldman, Matt - Economics Department, University of Missouri - 2015
Using and extending fractional order statistic theory, we characterize the O(n−1) coverage probability error of the previously proposed confidence intervals for population quantiles using L-statistics as endpoints in Hutson (1999). We derive an analytic expression for the n−1 term,...
Persistent link: https://www.econbiz.de/10011165844
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Cover Image
Inflation Targeting - a Framework for Communication
Demertzis, Maria; Viegi, Nicola - de Nederlandsche Bank - 2007
. We thus derive the optimal band-width for different scenarios. …
Persistent link: https://www.econbiz.de/10005030207
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