EconPapers    
Economics at your fingertips  
 

On universal unbiasedness of delta estimators

Jose Vidal-Sanz and Miguel A. Delgado

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: This paper considers delta estimators of a Radon-Nicodym derivative of a probability function with respect to a measure. Sufficient conditions for asymptotic unbiasedness and global rates of convergence, which can be improved by imposing differentiability conditions on the estimated curves, are provided. A bias reduction technique is proposed, and the application of the results to regression estimation is discussed. The sufficient conditions for asymptotic unbiasedness are checked for some broad classes of nonparametric estimators.

Keywords: Bias; of; delta; estimators; universal; unbiasedness; Aproximation; of; the; bias; Global; of; convergence; for; the; bias; Bias; reduction; techniques (search for similar items in EconPapers)
Date: 1999-05
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
https://e-archivo.uc3m.es/bitstream/handle/10016/6322/ws993710.PDF?sequence=1 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:6322

Access Statistics for this paper

More papers in DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística
Bibliographic data for series maintained by Ana Poveda ().

 
Page updated 2020-10-26
Handle: RePEc:cte:wsrepe:6322