Advanced Search
MyIDEAS: Login

Consistency Of Asymmetric Kernel Density Estimators And Smoothed Histograms With Application To Income Data

Contents:

Author Info

  • Bouezmarni, Taoufik
  • Scaillet, Olivier

Abstract

We consider asymmetric kernel density estimators and smoothed histograms when the unknown probability density function f is defined on 0,+ ). Uniform weak consistency on each compact set in 0,+ ) is proved for these estimators when f is continuous on its support. Weak convergence in L1 is also established. We further prove that the asymmetric kernel density estimator and the smoothed histogram converge in probability to infinity at x = 0 when the density is unbounded at x = 0. Monte Carlo results and an empirical study of the shape of a highly skewed income distribution based on a large microdata set are finally provided.We thank O. Linton and the three referees for constructive criticism and M.P. Feser and J. Litchfield for kindly providing the Brazilian data. We are grateful to I. Gijbels, J.M. Rolin, and I. Van Keilegom for their stimulating remarks and to participants at the workshop on statistical modeling (UCL 2002), LAMES (Sao Paulo 2002), L1 Norm conference (Neuchatel 2002), Geneva econometrics seminar, and KUL econometrics seminar for their comments. Part of this research was done when the second author was visiting THEMA and IRES. The first, resp. second, author gratefully acknowledges financial support from the Projet d Actions de Recherche Concert es grant 98 03-217, and from the IAP research network grant P5 24 of the Belgian state, resp. the Swiss National Science Foundation through the National Centre of Competence in Research: Financial Valuation and Risk Management (NCCR-FINRISK).

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://journals.cambridge.org/abstract_S0266466605050218
File Function: link to article abstract page
Download Restriction: no

Bibliographic Info

Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 21 (2005)
Issue (Month): 02 (April)
Pages: 390-412

as in new window
Handle: RePEc:cup:etheor:v:21:y:2005:i:02:p:390-412_05

Contact details of provider:
Postal: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK
Fax: +44 (0)1223 325150
Web page: http://journals.cambridge.org/jid_ECTProvider-Email:journals@cambridge.org

Related research

Keywords:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:cup:etheor:v:21:y:2005:i:02:p:390-412_05. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.