Optimal Asymmetric Kernels

9 Pages Posted: 15 Jan 2012

Date Written: 2004

Abstract

Kernels are typically justified as a smoothing device in nonparametric analysis. We provide alternative interpretations which could lead to the use of asymmetric kernels. We thus derive the class of optimal asymmetric kernels, and analyse its main properties. We illustrate numerically its optimality by showing how well it fares in locating the mode and tail quantiles of some common asymmetric densities.

Suggested Citation

Abadir, Karim M. and Lawford, Steve, Optimal Asymmetric Kernels (2004). Economics Letters, Vol. 83, No. 1, p. 61, April 2004. Available at SSRN: https://ssrn.com/abstract=1985504

Karim M. Abadir (Contact Author)

Imperial College Business School ( email )

South Kensington Campus
Exhibition Road
London SW7 2AZ, SW7 2AZ
United Kingdom

HOME PAGE: http://www3.imperial.ac.uk/portal/page?_pageid=61,629646&_dad=portallive&_schema=PORTALLIVE

Steve Lawford

ENAC

7 avenue Edouard Belin
BP 54005
Toulouse, Cedex 4, 31055
France

HOME PAGE: http://www.enac.fr

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