Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062648 | Economics Letters | 2006 | 8 Pages |
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.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Yulia Kotlyarova, Victoria Zinde-Walsh,