Optimal asymmetric kernels

Economics Letters

Volumn 83, Issue 1, 2004, Pages 61-68

  Abadir, Karim M ^a   Lawford, Steve ^b  

^a UNIVERSITY OF YORK   (United Kingdom)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Income distribution; Integrated mean squared error (IMSE); Nonparametric analysis; Optimal asymmetric kernels; Tail quantiles

Indexed keywords

EID: 1342290478     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2003.07.017     Document Type: Article

References (28)

1. Abadir K.M. An introduction to hypergeometric functions for economists Econometric Reviews 18 1999 287-330
2. Abadir K.M. Comment on "Box-Cox transformations in linear models: large sample theory and tests of normality" by Chen, G., Lockhart, R.A., Stephens, M.A. Canadian Journal of Statistics 30 210 2002 233-234
3. Anderson T.W. The Statistical Analysis of Time Series 1971 Wiley New York
4. Breiman L. Friedman J.H. Estimating optimal transformations for multiple regression and correlation Journal of the American Statistical Association 80 1985 580-619 (with discussion)
5. Chen S.X. Beta kernel estimators for density functions Computational Statistics and Data Analysis 31 1999 131-145
6. Chen S.X. Probability density function estimation using gamma kernels Annals of the Institute of Statistical Mathematics 52 2000 471-480
7. Cline D.B.H. Admissible kernel estimators of a multivariate density Annals of Statistics 16 1988 1421-1427
8. Epanechnikov V.A. Non-parametric estimation of a multivariate probability density Theory of Probability and its Applications 14 1969 153-158
9. Fernandes, M., Scaillet, O., 2002. Testing for symmetry and conditional symmetry using asymmetric kernels, mimeo, HEC, Université de Genève.
10. Granger C.W.J. Newbold P. Forecasting Economic Time Series 1986 Academic Press San Diego
11. Hallin M. Tribel O. The efficiency of some nonparametric competitors to correlogram methods In: Bruss F.T. Le Cam L. (Eds.), Game Theory, Optimal Stopping, Probability, and Statistics, Papers in honor of T.S. Ferguson on the occasion of his 70th birthday (I.M.S. Lecture Notes-Monograph Series, Hayward, California) 2000 249-262 http://www.imstat.org/publications/lecnotes.htm
12. Härdle W. Linton O. Applied nonparametric methods In: Engle R.F. McFadden D.L. (Eds.), Handbook of Econometrics vol. 4 1994 2295-2339 Elsevier Amsterdam
13. Hodges J.L. Lehmann E.L. The efficiency of some non-parametric competitors of the t-test Annals of Mathematical Statistics 27 1956 324-335
14. Holiday D. Near optimal weights in nonparametric regression under some common restrictions Statistics and Probability Letters 22 1995 33-42
15. Koenker R. Bassett G. Regression quantiles Econometrica 46 1978 33-50
16. Koenker R. Ng P. Portnoy S. Quantile smoothing splines Biometrika 81 1994 673-680
17. Lawford, S.D.C., 2001 Improved modelling in finite-sample and nonlinear frameworks, D.Phil. in Economics, University of York.
18. Marron J.S. Nolan D. Canonical kernels for density estimation Statistics and Probability Letters 7 1989 195-199
19. Nychka D. Ruppert D. Nonparametric transformations for both sides of a regression model Journal of the Royal Statistical Society, Series B 57 1995 519-532
20. Ruppert D. Cline D.B.H. Bias reduction in kernel density estimation by smoothed empirical transformations Annals of Statistics 22 1994 185-210
21. Samiuddin M. El-Sayyad G.M. On nonparametric kernel density estimates Biometrika 77 1990 865-874
22. Scaillet, O., 2001. Density estimation using inverse and reciprocal inverse Gaussian kernels, IRES Discussion Paper 2001/17, Université Catholique de Louvain.
23. Silverman B.W. Density Estimation for Statistics and Data Analysis 1986 Chapman and Hall London
24. Silverman B.W. Jones M.C. Wilson J.D. Nychka D.W. A smoothed EM approach to indirect estimation problems, with particular reference to stereology and emission tomography Journal of the Royal Statistical Society, Series B 52 1990 271-324 (with discussion)
25. Taniguchi M. Kakizawa Y. Asymptotic Theory of Statistical Inference for Time Series 2000 Springer New York
26. Tawn J.A. Estimating probabilities of extreme sea-levels Applied Statistics 41 1992 77-93
27. Tibshirani R. Estimating transformations for regression via additivity and variance stabilisation Journal of the American Statistical Association 83 1988 394-405
28. Wand M.P. Marron J.S. Ruppert D. Transformations in density estimation Journal of the American Statistical Association 86 1991 343-361 (with discussion)