Bolancé, Catalina; Bahraoui, Zuhair; Alemany, Ramon - Xarxa de Referència en Economia Aplicada (XREAP) - 2015
We propose a new kernel estimation of the cumulative distribution function based on transformation and on bias reducing techniques. We derive the optimal bandwidth that minimises the asymptotic integrated mean squared error. The simulation results show that our proposed kernel estimation...