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Consistency of asymmetric kernel density estimators and smoothed histograms with application to income data

Publié dansEconometric theory, vol. 21, p. 390-412
Date de publication2005
Résumé

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.

Mots-clés
  • Asymmetric kernel
  • Smoothed histogram
  • Density estimation
  • Weak convergence
  • L_1 consistency
  • Unbounded density
  • Boundary bias
  • Income distribution
  • Inequality measurement
Citation (format ISO)
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. doi: 10.1017/S0266466605050218
Fichiers principaux (1)
Article (Published version)
accessLevelPublic
Identifiants
ISSN du journal0266-4666
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Informations techniques

Création14.03.2014 11:17:00
Première validation14.03.2014 11:17:00
Heure de mise à jour14.03.2023 21:03:26
Changement de statut14.03.2023 21:03:26
Dernière indexation02.05.2024 13:56:10
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