Article ID Journal Published Year Pages File Type
5062648 Economics Letters 2006 8 Pages PDF
Abstract

Many asymptotic results for kernel-based estimators were established under some smoothness assumption on density. We propose a combined estimator that could lead to the best available rate without knowledge of density smoothness. A Monte Carlo example confirms its good performance.

Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Authors
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