Optimal bandwidth selection for local linear estimation of discontinuity in density
Year of publication: |
April 2017
|
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Authors: | Jales, Hugo ; Ma, Jun ; Yu, Zhengfei |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 153.2017, p. 23-27
|
Subject: | Bandwidth selection | Density discontinuity | Local linear estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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