Autore: Fernandes, Marcelo
Titolo: Central limit theorem for asymmetric kernel functionals.
Periodico: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers
Anno: 2000 - Fascicolo: 1 - Pagina iniziale: 1 - Pagina finale: 18

Asymmetric kernels are quite useful for the estimation of density functions which have 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 non-negative 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 extends the central limit theorem for degenerate U-statistics in order to compute the limiting distribution of certain asymmetric kernel functionals.





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