Simple Local Polynomial Density Estimators

B-Tier
Journal: Journal of the American Statistical Association
Year: 2020
Volume: 115
Issue: 531
Pages: 1449-1455

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

This article introduces an intuitive and easy-to-implement nonparametric density estimator based on local polynomial techniques. The estimator is fully boundary adaptive and automatic, but does not require prebinning or any other transformation of the data. We study the main asymptotic properties of the estimator, and use these results to provide principled estimation, inference, and bandwidth selection methods. As a substantive application of our results, we develop a novel discontinuity in density testing procedure, an important problem in regression discontinuity designs and other program evaluation settings. An illustrative empirical application is given. Two companion Stata and R software packages are provided.

Technical Details

RePEc Handle
repec:taf:jnlasa:v:115:y:2020:i:531:p:1449-1455
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25