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Global rates of convergence for the bias of singular integral estimators and their shifted versions

Author

Listed:
  • Delgado, Miguel A.
  • Vidal-Sanz, José M.

Abstract

This paper provides global rates of convergence for the bias of singular integral estimators of a probability density function under weak conditions, which avoid differentiability. It is also shown that, under smoothing conditions, shifting the singular integral estimators provides a bias reduction technique.

Suggested Citation

  • Delgado, Miguel A. & Vidal-Sanz, José M., 1999. "Global rates of convergence for the bias of singular integral estimators and their shifted versions," DES - Working Papers. Statistics and Econometrics. WS 6329, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:6329
    as

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    References listed on IDEAS

    as
    1. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
    2. Delgado, Miguel A. & González-Manteiga, Wenceslao, 1998. "Significance testing in nonparametric regression base on the bootstrap," DES - Working Papers. Statistics and Econometrics. WS 6264, Universidad Carlos III de Madrid. Departamento de Estadística.
    3. Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-1430, November.
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