Bruce E. Hansen
"Exact Mean Integrated Squared Error of Higher-Order Kernels"
Econometric Theory (2005)
Program Files
Gauss Programs for Density Estimation Using Higher-Order Kernels
Matlab Programs for Density Estimation Using Higher-Order Kernels
Gauss Programs to Replicate Numerical Analysis in the Paper
Matlab Programs to Replicate Numerical Analysis in the Paper
Link to Abstract and PDF File of Paper
Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111.
Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author(s), and do not necessarily reflect the views of the NSF.