|
Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Investigación >
Departamentos >
Departamento de Estadística >
DES - Working Papers. Statistics and Econometrics. WS >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10016/6322
|
Files in This Item:
| ws993710.PDF | -- 2010-01-11 -- Available on Internet -- preprint | 1,05 MB | Adobe PDF | |  |
|
| Title: | On universal unbiasedness of delta estimators |
| Author(s): | Delgado, Miguel A. [delgado]
Vidal-Sanz, Jose M. [jvidal] |
| Publisher: | Universidad Carlos III de Madrid. Departamento de Estadística |
| Issued date: | May-1999 |
| URI: | http://hdl.handle.net/10016/6322 |
| Abstract: | This paper considers delta estimators of a Radon-Nicodym derivative of a probability function with respect to a measure. Sufficient conditions for asymptotic unbiasedness and global rates of convergence, which can be improved by imposing differentiability conditions on the estimated curves, are provided. A bias reduction technique is proposed, and the application of the results to regression estimation is discussed. The sufficient conditions for asymptotic unbiasedness are checked for some broad classes of nonparametric estimators. |
| Serie / Nº.: | UC3M Working Papers. Statistics and Econometrics
99-37-10 |
| Keywords: | Bias of delta estimators
universal unbiasedness
Aproximation of the bias
Global of convergence for the bias
Bias reduction techniques |
| Appears in Collections: | Economists Online
DES - Working Papers. Statistics and Econometrics. WS
|
This item is licensed under a Creative Commons License
Items in E-Archivo are protected by copyright, with all rights reserved, unless otherwise indicated.
|
