CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
By Taoufik Bouezmarni, Olivier Scaillet. Econometric Theory, 2005
129 citations recorded by the source corpus.
Subfields: Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/46e0427c34e6ab761f1206377423ee5df74897f3
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Olivier Scaillet
- D. Santhosh
- V. V. Srinivas
- Taoufik Bouezmarni
- Jeroen V. K. Rombouts
- S. Chen
- Xian Wang
- Zongwu Cai
In Statistics and Probability
- Taoufik Bouezmarni
- Olivier Scaillet
- D. Santhosh
- V. V. Srinivas
- Jeroen V. K. Rombouts
- Gery Geenens
- Xian Wang
- Tristan Senga Kiessé
Citations in the corpus
- Nonparametric Filtering of the Realised Spot Volatility: A Kernel-Based Approach (2007, unknown): “For an overview of asymmetric kernel estimators, we refer to Bouezmarni and Scaillet (2005) who focus on the case of densities with non-negative support.”
- Nonparametric density estimation for multivariate bounded data (2007, background): “Müller (1991), Lejeune and Sarda (1992), Jones (1993), Jones and Foster (1996), and Cheng, Fan, and Marron (1997) suggest the use of adaptive and boundary kernels at the edges and a fixed standard kernel in the interior region. Marron and Ruppert (1994) investigate some transformations before using ”
- Density estimation using inverse and reciprocal inverse Gaussian kernels (2004, methodology): “Further theoretical properties are reported in Bouezmarni and Scaillet (2002). They concern the weak and strong uniform consistency as well as L1 consistency of asymmetric kernel density estimators.”
- Bivariate frequency analysis of floods using a diffusion based kernel density estimator (2013, background): “, Devroye and Gy€orfi, 1985; Marron and Ruppert, 1994], and use of nonconventional kernels such as beta kernels [e.g., Chen, 1999, 2000; Bouezmarni and Scaillet, 2003], gamma kernels [e.”
- Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test (2007, unknown): “An older method with favorable properties is the smoothed histogram approach developed by Gawronski and Stadtmüller (1980, 1981) and recently explored by Bouezmarni and Scaillet (2005).”