Central limit theorem for asymmetric kernel functionals

Marcelo Fernandes and Paulo Monteiro

No 522, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

Abstract: Asymmetric kernels are quite useful for the estimation of density functions with bounded support. Gamma kernels are designed to handle density functions whose supports are bounded from one end only, whereas beta kernels are particularly convenient for the estimation of density functions with compact support. These asymmetric kernels are nonnegative and free of boundary bias. Moreover, their shape varies according to the location of the data point, thus also changing the amount of smoothing. This paper applies the central limit theorem for degenerate U-statistics to compute the limiting distribution of a class of asymmetric kernel functionals.

Date: 2004-02-01
New Economics Papers: this item is included in nep-ecm and nep-ets
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Citations: View citations in EconPapers (3)

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Related works:
Journal Article: Central limit theorem for asymmetric kernel functionals (2005)
Working Paper: Central Limit Theorem for Asymmetric Kernel Functionals (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:fgv:epgewp:522

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