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Optimal convergence rates for density estimation from grouped data

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  • Meister, Alexander

Abstract

We derive the optimal convergence rates for density estimation based on aggregated observations under common smoothness conditions for symmetric densities. We study a procedure for data-driven bandwidth selection and give an extension to skew densities.

Suggested Citation

  • Meister, Alexander, 2007. "Optimal convergence rates for density estimation from grouped data," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1091-1097, June.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:11:p:1091-1097
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    References listed on IDEAS

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    1. Linton, Oliver & Whang, Yoon-Jae, 2002. "Nonparametric Estimation With Aggregated Data," Econometric Theory, Cambridge University Press, vol. 18(2), pages 420-468, April.
    2. Joel L. Horowitz & Marianthi Markatou, 1996. "Semiparametric Estimation of Regression Models for Panel Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 63(1), pages 145-168.
    3. Machado, José A.F. & Santos Silva, J.M.C., 2006. "A Note On Identification With Averaged Data," Econometric Theory, Cambridge University Press, vol. 22(3), pages 537-541, June.
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    Cited by:

    1. Phuong, Cao Xuan & Thuy, Le Thi Hong, 2019. "Density deconvolution from grouped data with additive errors," Statistics & Probability Letters, Elsevier, vol. 148(C), pages 74-81.

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