Tuning parameter-free nonparametric density estimation from tabulated summary data

A-Tier
Journal: Journal of Econometrics
Year: 2024
Volume: 238
Issue: 1

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Administrative data are often easier to access as tabulated summaries than in the original format due to confidentiality concerns. Motivated by this practical feature, we propose a novel nonparametric density estimation method from tabulated summary data based on maximum entropy and prove its strong uniform consistency. Unlike existing kernel-based estimators, our estimator is free from tuning parameters and admits a closed-form density that is convenient for post-estimation analysis. We apply the proposed method to the tabulated summary data of the U.S. tax returns to estimate the income distribution.

Technical Details

RePEc Handle
repec:eee:econom:v:238:y:2024:i:1:s0304407623002841
Journal Field
Econometrics
Author Count
4
Added to Database
2026-01-25