Search Results for author: Michael Jansson

Found 2 papers, 1 papers with code

Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators

no code implementations31 Dec 2022 Matias D. Cattaneo, Max H. Farrell, Michael Jansson, Ricardo Masini

The resulting inference procedures based on small bandwidth asymptotics were found to exhibit superior finite sample performance in simulations, but no formal theory justifying that empirical success is available in the literature.

Simple Local Polynomial Density Estimators

2 code implementations28 Nov 2018 Matias D. Cattaneo, Michael Jansson, Xinwei Ma

This paper introduces an intuitive and easy-to-implement nonparametric density estimator based on local polynomial techniques.

regression

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