Publication:
Averaged Singular Integral Estimation as a Bias Reduction Technique

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URI: http://hdl.handle.net/10016/2453
ISSN: 0047-259X
DOI: 10.1006/jmva.2000.1978
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Averaged_JMA_2002_ps.pdf (717.81 KB)
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2002
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Elsevier
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Abstract
This 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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global rates of convergence for the bias, singular integral estimators, generalized jackknife, bias reduction techniques
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Journal of Multivariate Analysis. 2002, vol. 80, nº 1, p. 127-137
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