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  • Search: subject:"Semiparametric density estimation"
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asymmetric kernel 1 health insurance 1 income distribution 1 loss distribution 1 semiparametric density estimation 1 specification testing 1
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Free 1
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English 1
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HAGMANN, Matthias 1 SCAILLET, Olivier 1
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Swiss Finance Institute 1
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FAME Research Paper Series 1
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Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators
HAGMANN, Matthias; SCAILLET, Olivier - Swiss Finance Institute - 2003
We consider semiparametric asymmetric kernel density estimators when the unknown density has support on [0, ¥). We provide a unifying framework which contains asymmetric kernel versions of several semiparametric density estimators considered previously in the literature. This framework allows...
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