Averaged Singular Integral Estimation as a Bias Reduction Technique

✍ Scribed by Miguel A. Delgado; Jose M. Vidal-Sanz

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 124 KB
• Volume: 80
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1006/jmva.2000.1978

✦ Synopsis

This paper proposes an averaged version of singular integral estimators, whose bias achieves higher rates of convergence under smoothing assumptions. We derive exact bias bounds, without imposing smoothing assumptions, which are a basis for deriving the rates of convergence under differentiability assumptions.