Weighted samples, kernel density estimators and convergence

被引：2

作者：

Francisco J. Goerlich Gisbert

机构：

[1] Dpto. de Analisis Eco. e I.V.I.E., Universidad de Valencia, Valencia - 46022, Av. de los Naranjos s/n

来源：

Empirical Economics | 2003年 / 28卷 / 2期

关键词：

Convergence; Kernel density estimates; Regional data; Survey data; Weighted samples;

D O I：

10.1007/s001810200134

中图分类号：

学科分类号：

摘要：

This note extends the standard kernel density estimator to the case of weighted samples in several ways. In the first place I consider the obvious extension by substituting the simple sum in the definition of the estimator by a weighted sum, but I also consider other alternatives of introducing weights, based on adaptive kernel density estimators, and consider the weights as indicators of the informational content of the observations and in this sense as signals of the local density of the data. All these ideas are shown using the Penn World Table in the context of the macroeconomic convergence issue.

引用

页码：335 / 351

页数：16

共 23 条

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