erc/metu
INTERNATIONAL CONFERENCE IN ECONOMICS  IV
September 13-16, 2000, Ankara

Optimal Asymmetric Kernels

Steve Lowford (University of York, UK)
Karim Abadir (University of York, UK)

Abstract

Kernels are typically justified as a smoothing device in nonparametric analysis. We provide alternative interpretations, which lead us to considering asymmetric kernels. We derive the class of optimal asymmetric kernels, then analyse its main properties. Some systematic finite-sample gains over the Epanechnikov (quadratic) kernel are found, when the modes and quantiles of unknown asymmetric densities are estimated.

Economic Research Center
Middle East Technical University
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