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Optimal Bandwidth Selection for Differences of Nonparametric Estimators with an Application to the Sharp Regression Discontinuity Design
http://hdl.handle.net/2261/54927
http://hdl.handle.net/2261/549273c5853ca-25d9-41aa-982f-b9978646b418
| Item type | テクニカルレポート / Technical Report(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2013-07-11 | |||||
| タイトル | ||||||
| タイトル | Optimal Bandwidth Selection for Differences of Nonparametric Estimators with an Application to the Sharp Regression Discontinuity Design | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Bandwidth selection | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | kernel density estimation | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | local linear regression | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | regression discontinuity design | |||||
| 資源タイプ | ||||||
| 資源 | http://purl.org/coar/resource_type/c_18gh | |||||
| タイプ | technical report | |||||
| アクセス権 | ||||||
| アクセス権 | metadata only access | |||||
| アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
| 著者 |
Arai, Yoichi
× Arai, Yoichi× Ichimura, Hidehiko |
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| 著者所属 | ||||||
| 著者所属 | National Graduate Institute for Policy Studies (GRIPS) | |||||
| 著者所属 | ||||||
| 著者所属 | University of Tokyo | |||||
| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | We consider the problem of choosing two bandwidths simultaneously for estimating the difference of two functions at given points. When the asymptotic approximation of the mean squared error (AMSE) criterion is used, we show that minimization problem is not well-defined when the sign of the product of the second derivatives of the underlying functions at the estimated points is positive. To address this problem, we theoretically define and construct estimators of the asymptotically first-order optimal (AFO) bandwidths which are well-defined regardless of the sign. They are based on objective functions which incorporate a second-order bias term. Our approach is general enough to cover estimation problems related to densities and regression functions at interior and boundary points. We provide a detailed treatment of the sharp regression discontinuity design. | |||||
| 内容記述 | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | 本文フィルはリンク先を参照のこと | |||||
| 書誌情報 |
Discussion paper series. CIRJE-F 巻 CIRJE-F-889, 発行日 2013-06 |
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| 書誌レコードID | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | AA11450569 | |||||
| フォーマット | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | application/pdf | |||||
| 出版者 | ||||||
| 出版者 | 日本経済国際共同センター | |||||
| 出版者別名 | ||||||
| Center for International Research on the Japanese Economy | ||||||
| 関係URI | ||||||
| 識別子タイプ | URI | |||||
| 関連識別子 | http://www.cirje.e.u-tokyo.ac.jp/research/dp/2013/2013cf889ab.html | |||||
