• Title of article

    Kernel estimation under linear-exponential loss

  • Author/Authors

    Stanislav Anatolyev، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    5
  • From page
    39
  • To page
    43
  • Abstract
    We consider nonparametric estimation of optimal predictors when the loss function is linear-exponential (Linex). We derive asymptotic distributions of the local constant and local linear kernel estimators under Linex and discuss the rules for the optimal bandwidth.
  • Keywords
    Kernel methods , Optimal bandwidth , Linear-exponential loss
  • Journal title
    Economics Letters
  • Serial Year
    2006
  • Journal title
    Economics Letters
  • Record number

    435895

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=435895