get_sigma

Computes the sigma estimate for given parameters.

A novel bias-bound approach for non-parametric inference is introduced,
focusing on both density and conditional expectation estimation.
It constructs valid confidence intervals that account for the presence of
a non-negligible bias and thus make it possible to perform inference with
optimal mean squared error minimizing bandwidths.
This package is based on Schennach (2020) <doi:10.1093/restud/rdz065>.

Xinyu DAI

rbbnp

A Bias Bound Approach to Non-Parametric Inference

Susanne M Schennach

get_sigma function

<dl><dt>X</dt>
<dd>A numerical vector of sample data.</dd>
<dt>x</dt>
<dd>A scalar representing the point where the density is estimated.</dd>
<dt>h</dt>
<dd>A scalar bandwidth parameter.</dd>
<dt>inf_k</dt>
<dd>Kernel function used for the computation.</dd></dl>

Arguments

Estimation of sigma — get_sigma

<dl>

<dt>X</dt>
<dd>A numerical vector of sample data.</dd>


<dt>x</dt>
<dd>A scalar representing the point where the density is estimated.</dd>


<dt>h</dt>
<dd>A scalar bandwidth parameter.</dd>


<dt>inf_k</dt>
<dd>Kernel function used for the computation.</dd>

</dl>

get_sigma: Estimation of sigma

Description

Usage

Value

Arguments