Nonparametric Estimation with Aggregated Data

Oliver Linton and Yoon-Jae Whang

STICERD - Econometrics Paper Series from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

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 intra-family component but require that observations from different families be in dependent. We establish consistency and asymptotic normality for our procedures. As usual, the rates of convergence can be very slow depending on the behaviour of the characteristic function at infinity. We investigate the practical performance of our method in a simple Monte Carlo experiment

Keywords: Aggregated data; deconvolution; grouped data; kernel; nonparametric regression (search for similar items in EconPapers)
Date: 2000-07
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Related works:
Journal Article: NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA (2002)
Working Paper: Nonparametric estimation with aggregated data (2002)
Working Paper: Nonparametric estimation with aggregated data (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:cep:stiecm:397

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