NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA

B-Tier
Journal: Econometric Theory
Year: 2002
Volume: 18
Issue: 2
Pages: 420-468

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We introduce a kernel-based estimator of the density function and regression function for data that have been grouped into family totals. We allow for a common intrafamily component but require that observations from different families be independent. We establish consistency and asymptotic normality for our procedures. As usual, the rates of convergence can be very slow depending on the behavior of the characteristic function at infinity. We investigate the practical performance of our method in a simple Monte Carlo experiment.

Technical Details

RePEc Handle
repec:cup:etheor:v:18:y:2002:i:02:p:420-468_18
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25