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Titles listConsistency of asymmetric kernel density estimators and smoothed histograms with application to income data
Titles listConsistency of asymmetric kernel density estimators and smoothed histograms with application to income data
Scientific Article
unige:35102 
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Consistency of asymmetric kernel density estimators and smoothed histograms with application to income data |
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| Published in | Econometric Theory. 2005, vol. 21, p. 390-412 | |
| Abstract | We consider asymmetric kernel density estimators and smoothed histograms when the unknown probability density function f is defined on [0,+infinity). Uniform weak consistency on each compact set in [0,+infinity) is proved for these estimators when f is continuous on its support. Weak convergence in L_1 is also established. We further prove that the asymmetric kernel density estimator and the smoothed histogram converge in probability to infinity at x=0 when the density is unbounded at x=0. Monte Carlo results and an empirical study of the shape of a highly skewed income distribution based on a large micro-data set are finally provided. | |
| Keywords | Asymmetric kernel — Smoothed histogram — Density estimation — Weak convergence — L_1 consistency — Unbounded density — Boundary bias — Income distribution — Inequality measurement | |
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| Citation (ISO format) | BOUEZMARNI, Taoufik, SCAILLET, Olivier. Consistency of asymmetric kernel density estimators and smoothed histograms with application to income data. In: Econometric Theory, 2005, vol. 21, p. 390-412. https://archive-ouverte.unige.ch/unige:35102 |
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