Kotlyarova, Yulia; Schafgans, Marcia M. A.; … - In: Essays in honor of Aman Ullah, (pp. 561-589). 2016
For kernel-based estimators, smoothness conditions ensure that the asymptotic rate at which the bias goes to zero is determined by the kernel order. In a finite sample, the leading term in the expansion of the bias may provide a poor approximation. We explore the relation between smoothness and...
