Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/171823
Authors: 
Chu, Chi-Yang
Henderson, Daniel J.
Parmeter, Christopher F.
Year of Publication: 
2015
Citation: 
[Journal:] Econometrics [ISSN:] 2225-1146 [Volume:] 3 [Year:] 2015 [Issue:] 2 [Pages:] 199-214
Abstract: 
This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of mean summed square error. Simulation results show that the plug-in bandwidths perform well, relative to cross-validated bandwidths, in non-uniform designs. We further find that plug-in bandwidths are relatively small. Several empirical examples show that the plug-in bandwidths are typically similar in magnitude to their cross-validated counterparts.
Subjects: 
nonparametric
kernel
discrete variable
bandwidth selection
plug-in
JEL: 
C14
Persistent Identifier of the first edition: 
Creative Commons License: 
http://creativecommons.org/licenses/by/4.0/
Document Type: 
Article
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