Smoothed bootstrapping kernel density estimation under higher order kernel

Kun Yi () and Yoshihiko Nishiyama ()
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Kun Yi: Graduate Shool of Economics, Kyoto University
Yoshihiko Nishiyama: Institue of Economic Research, Kyoto University

No 1081, KIER Working Papers from Kyoto University, Institute of Economic Research

Abstract: Smoothed bootstrap method is a useful method to approximates the bias of Kernel density estimation. However, it can only be applied when the kernel function is of second order. In this study, we propose a novel method to generalize the smoothed bootstrap method to higher order kernel for estimating the bias and construct bias corrected estimator based on it. Theoretical formulation and numerical simulation demonstrate that the proposed method achieve better performance compared to the traditional bias correction method.

Keywords: kernel density estimation; smoothed bootstrap; bias estimation; higher order kernel (search for similar items in EconPapers)
Pages: 20 pages
Date: 2022-09
New Economics Papers: this item is included in nep-ecm
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