Publication: Averaged Singular Integral Estimation as a Bias Reduction Technique
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Publication date
2002
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Tutors
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Elsevier
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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Keywords
global rates of convergence for the bias, singular integral estimators, generalized jackknife, bias reduction techniques
Bibliographic citation
Journal of Multivariate Analysis. 2002, vol. 80, nº 1, p. 127-137