AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY

B-Tier
Journal: Econometric Theory
Year: 2022
Volume: 38
Issue: 6
Pages: 1140-1174

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

This paper highlights a tension between semiparametric efficiency and bootstrap consistency in the context of a canonical semiparametric estimation problem, namely the problem of estimating the average density. It is shown that although simple plug-in estimators suffer from bias problems preventing them from achieving semiparametric efficiency under minimal smoothness conditions, the nonparametric bootstrap automatically corrects for this bias and that, as a result, these seemingly inferior estimators achieve bootstrap consistency under minimal smoothness conditions. In contrast, several “debiased” estimators that achieve semiparametric efficiency under minimal smoothness conditions do not achieve bootstrap consistency under those same conditions.

Technical Details

RePEc Handle
repec:cup:etheor:v:38:y:2022:i:6:p:1140-1174_5
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25