get_xi_interval

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_xi_interval function

<dl><dt>Y</dt>
<dd>A numerical vector representing the sample data of variable Y.</dd>
<dt>X</dt>
<dd>A numerical vector representing the sample data of variable X.</dd>
<dt>methods</dt>
<dd>A character string indicating the method to use for calculating the
xi interval. Supported methods are "Schennach" and "Schennach_loose".
Defaults to "Schennach".</dd></dl>

Arguments

get xi interval — get_xi_interval

<dl>

<dt>Y</dt>
<dd>A numerical vector representing the sample data of variable Y.</dd>


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


<dt>methods</dt>
<dd>A character string indicating the method to use for calculating the
xi interval. Supported methods are "Schennach" and "Schennach_loose".
Defaults to "Schennach".</dd>

</dl>

get_xi_interval: get xi interval

Description

Usage

Value

Arguments

Details