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Asymptotic Trimming for Bounded Density Plug-in Estimators

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  • Arthur Lewbel

    (Boston College)

Abstract

This paper proposes a form of asymptotic trimming to obtain root n convergence of functions of kernel estimated objects. The trimming is designed to deal with the boundary effects that arise in applications where densities are bounded away from zero.

Suggested Citation

  • Arthur Lewbel, 2000. "Asymptotic Trimming for Bounded Density Plug-in Estimators," Boston College Working Papers in Economics 479, Boston College Department of Economics, revised 30 Oct 2000.
    • Handle: RePEc:boc:bocoec:479
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    References listed on IDEAS

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    1. repec:cup:etheor:v:10:y:1994:i:2:p:372-95 is not listed on IDEAS
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    7. Bo E. Honore & Arthur Lewbel, 2002. "Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors," Econometrica, Econometric Society, vol. 70(5), pages 2053-2063, September.
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    12. Lewbel, Arthur, 2000. "Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables," Journal of Econometrics, Elsevier, vol. 97(1), pages 145-177, July.
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    Cited by:

    1. Bo E. Honore & Arthur Lewbel, 2002. "Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors," Econometrica, Econometric Society, vol. 70(5), pages 2053-2063, September.
    2. Xue, Sen & Yang, Thomas Tao & Zhou, Qiankun, 2018. "Binary choice model with interactive effects," Economic Modelling, Elsevier, vol. 70(C), pages 338-350.

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