Marginal density estimation from incomplete bivariate data

Martin L. Hazelton

Statistics & Probability Letters, 2000, vol. 47, issue 1, 75-84

Abstract: The problem of estimating a marginal density from incomplete bivariate data is considered. A kernel estimator is proposed. Strong consistency of the estimator is proved, and asymptotic formulae for its mean and variance derived. A method of bandwidth selection is suggested. Application of the estimator is then illustrated on example data sets. Possible extensions and improvements are discussed.

Keywords: Bandwidth; Conditional; density; function; Kernel; smoothing; Missing; data (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (5)

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