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Nonparametric estimation with aggregated data

Title
Nonparametric estimation with aggregated data
Authors
Linton O.Whang Y.-J.
Ewha Authors
황윤재
Issue Date
2002
Journal Title
Econometric Theory
ISSN
0266-4666JCR Link
Citation
Econometric Theory vol. 18, no. 2, pp. 420 - 468
Indexed
SCIE; SSCI; SCOPUS scopus
Document Type
Article
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.
DOI
10.1017/S0266466602182089
Appears in Collections:
사회과학대학 > 경제학전공 > Journal papers
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