Central limit theorem for asymmetric kernel functionals

Detalhes bibliográficos
Autor(a) principal: Fernandes, Marcelo
Data de Publicação: 2004
Outros Autores: Monteiro, Paulo Klinger
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/612
Resumo: Asymmetric kernels are quite useful for the estimation of density functions with bounded support. Gamma kernels are designed to handle density functions whose supports are bounded from one end only, whereas beta kernels are particularly convenient for the estimation of density functions with compact support. These asymmetric kernels are nonnegative and free of boundary bias. Moreover, their shape varies according to the location of the data point, thus also changing the amount of smoothing. This paper applies the central limit theorem for degenerate U-statistics to compute the limiting distribution of a class of asymmetric kernel functionals.
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spelling Fernandes, MarceloMonteiro, Paulo KlingerEscolas::EPGEFGV2008-05-13T15:28:04Z2008-05-13T15:28:04Z2004-02-010104-8910http://hdl.handle.net/10438/612Asymmetric kernels are quite useful for the estimation of density functions with bounded support. Gamma kernels are designed to handle density functions whose supports are bounded from one end only, whereas beta kernels are particularly convenient for the estimation of density functions with compact support. These asymmetric kernels are nonnegative and free of boundary bias. Moreover, their shape varies according to the location of the data point, thus also changing the amount of smoothing. This paper applies the central limit theorem for degenerate U-statistics to compute the limiting distribution of a class of asymmetric kernel functionals.engEscola de Pós-Graduação em Economia da FGVEnsaios Econômicos;522Asymmetric kernelBeta kernelBoundary biasCentral limit theoremDensity estimationGamma kernelU-statistic theoryEconomiaEconomiaCentral limit theorem for asymmetric kernel functionalsinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlereponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessORIGINAL1532.pdfapplication/pdf299569https://repositorio.fgv.br/bitstreams/57153138-4f96-471f-87d0-37e616fc2198/downloadd50ac23fc60e68ce46f81e997a12eabfMD51TEXT1532.pdf.txt1532.pdf.txtExtracted texttext/plain58105https://repositorio.fgv.br/bitstreams/dbfa7808-61a2-4536-8fee-44744b0db4b7/download73d3fdab4792464583695da534c6b014MD56THUMBNAIL1532.pdf.jpg1532.pdf.jpgGenerated Thumbnailimage/jpeg3242https://repositorio.fgv.br/bitstreams/1e34f114-3d24-4278-a601-b80ab669dd2d/download750fad571756430edb49a010469f73d9MD5710438/6122023-11-08 14:12:59.663open.accessoai:repositorio.fgv.br:10438/612https://repositorio.fgv.brRepositório InstitucionalPRIhttp://bibliotecadigital.fgv.br/dspace-oai/requestopendoar:39742023-11-08T14:12:59Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV)false
dc.title.eng.fl_str_mv Central limit theorem for asymmetric kernel functionals
title Central limit theorem for asymmetric kernel functionals
spellingShingle Central limit theorem for asymmetric kernel functionals
Fernandes, Marcelo
Asymmetric kernel
Beta kernel
Boundary bias
Central limit theorem
Density estimation
Gamma kernel
U-statistic theory
Economia
Economia
title_short Central limit theorem for asymmetric kernel functionals
title_full Central limit theorem for asymmetric kernel functionals
title_fullStr Central limit theorem for asymmetric kernel functionals
title_full_unstemmed Central limit theorem for asymmetric kernel functionals
title_sort Central limit theorem for asymmetric kernel functionals
author Fernandes, Marcelo
author_facet Fernandes, Marcelo
Monteiro, Paulo Klinger
author_role author
author2 Monteiro, Paulo Klinger
author2_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.author.fl_str_mv Fernandes, Marcelo
Monteiro, Paulo Klinger
dc.subject.por.fl_str_mv Asymmetric kernel
Beta kernel
Boundary bias
Central limit theorem
Density estimation
Gamma kernel
topic Asymmetric kernel
Beta kernel
Boundary bias
Central limit theorem
Density estimation
Gamma kernel
U-statistic theory
Economia
Economia
dc.subject.eng.fl_str_mv U-statistic theory
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Economia
description Asymmetric kernels are quite useful for the estimation of density functions with bounded support. Gamma kernels are designed to handle density functions whose supports are bounded from one end only, whereas beta kernels are particularly convenient for the estimation of density functions with compact support. These asymmetric kernels are nonnegative and free of boundary bias. Moreover, their shape varies according to the location of the data point, thus also changing the amount of smoothing. This paper applies the central limit theorem for degenerate U-statistics to compute the limiting distribution of a class of asymmetric kernel functionals.
publishDate 2004
dc.date.issued.fl_str_mv 2004-02-01
dc.date.accessioned.fl_str_mv 2008-05-13T15:28:04Z
dc.date.available.fl_str_mv 2008-05-13T15:28:04Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
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dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/612
dc.identifier.issn.none.fl_str_mv 0104-8910
identifier_str_mv 0104-8910
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dc.language.iso.fl_str_mv eng
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dc.relation.ispartofseries.por.fl_str_mv Ensaios Econômicos;522
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
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dc.publisher.none.fl_str_mv Escola de Pós-Graduação em Economia da FGV
publisher.none.fl_str_mv Escola de Pós-Graduação em Economia da FGV
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