KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM

B-Tier
Journal: Econometric Theory
Year: 2017
Volume: 33
Issue: 5
Pages: 1259-1263

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

The paper “Kernel estimation when density may not exist” (Zinde-Walsh, 2008) considered density as a generalized function given by a functional on a space of smooth functions; this made it possible to establish the limit properties of the kernel estimator without assuming the existence of the density function. This note corrects an error in that paper in the derivation of the variance of the kernel estimator. The corrected result is that in the space of generalized functions the parametric rate of convergence of the kernel density estimator to the limit Gaussian process is achievable.

Technical Details

RePEc Handle
repec:cup:etheor:v:33:y:2017:i:05:p:1259-1263_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29