多个收入分布的同时密度估计

Simultaneous Density Estimation of Several Income Distributions

Econometric Theory · 1992
被引 43
人大 A-ABS 4

中文导读

针对1970年代英国净收入分布的变化,提出一种联合带宽选择方法,解决单曲线交叉验证导致曲线间比较困难的问题,比传统方法更可靠。

Abstract

The size distributions of net income in Great Britain changed systematically in the 1970s. This can be shown by visual comparison of nonparametric density estimates. Typical bandwidth selection methods, such as least squares and biased cross-validation, tend to hinder comparison, because of too much variability across curves. Hence, a method for finding an appropriate pooled bandwidth is developed. It is seen that this method is much more reliable than single curve cross-validation.

收入分布非参数密度估计带宽选择交叉验证