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

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URI: http://hdl.handle.net/10016/6329
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ws994513.PDF (557.41 KB)
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1999-06
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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.
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Singular integral estimators, Universal unibiasednes, Global rates of convergence for the bias, Shifted estimators, Bias reduction techniques
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DES - Working Papers. Statistics and Econometrics. WS
Economists Online