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Central limit theorem for asymmetric kernel functionals

  • Density Estimation
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Abstract

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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Authors and Affiliations

  1. Economics Department, Queen Mary, University of London, Mile End Road, E1 4NS, London, UK

    Marcelo Fernandes

  2. Graduate School of Economics, Getulio Vargas Foundation, Praia de Botafogo, 190, 22250-900, Rio de Janeiro, RJ, Brazil

    Paulo Klinger Monteiro

Authors
  1. Marcelo Fernandes
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  2. Paulo Klinger Monteiro
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Fernandes, M., Monteiro, P.K. Central limit theorem for asymmetric kernel functionals. Ann Inst Stat Math 57, 425–442 (2005). https://doi.org/10.1007/BF02509233

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  • DOI: https://doi.org/10.1007/BF02509233

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