Averaged Singular Integral Estimation as a Bias Reduction Technique
AbstractThis paper proposes an averaged version of singular integral estimators, whose bias achieves higher rates of convergence under smoothing assumptions. We derive exact bias bounds, without imposing smoothing assumptions, which are a basis for deriving the rates of convergence under differentiability assumptions.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 80 (2002)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Robinson, P M, 1989. "Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series," Review of Economic Studies, Wiley Blackwell, vol. 56(4), pages 511-34, October.
- Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-30, November.
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