Journal of Nonparametric Statistics 35(2) 323-354 2023年 [査読有り]
In regression discontinuity design (RDD), the continuity of the density of a running variable is required. Hence, a discontinuity test of density is used for RDD. In previous studies, tests using difference estimators between the left- and right-h...
A new nonparametric density ratio estimator using the beta kernel is proposed. It is shown that the beta kernel density ratio estimator (KDRE) is free of boundary or tail bias, and the asymptotic properties of the beta KDRE are derived. Simulation...
Computational Statistics and Data Analysis 141 40-61 2020年1月 [査読有り]
Multiplicative bias correction technique is revisited for asymmetric kernel density estimators (KDEs) when the data is nonnegative or bounded. It is crucial to classify the recently developed asymmetric KDEs into two types. The multiplicative bias...
Communications in Statistics - Theory and Methods 47(20) 4905-4937 2018年10月 [査読有り]
The Amoroso kernel density estimator (Igarashi and Kakizawa 2017) for non-negative data is boundary-bias-free and has the mean integrated squared error (MISE) of order O(n(- 4/5)), where n is the sample size. In this paper, we construct a linear c...
人文科学研究科
経済学部