Ewha University

Nonparametric Estimation with Aggregated Data

Email address: whang@mm.ewha.ac.kr

Abstract:
We introduce a kernel-based estimator of the density function and regression function for data that have been grouped into family totals. We allow for a common intra-family component but require that observations from di¤erent families be independent. We establish consistency and asymptotic normality for our procedures. As usual, the rates of convergence can be very slow depending on the behaviour of the characteristic function at infinity. We investigate the practical performance of our method in a simple Monte Carlo experiment.

PDF file of paper: whang.pdf

Session: Econometric Methods I

Time: Saturday, 7 July, 8am - 9:30am

Room: B