Economics Department

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TITLE:
Asymptotic Trimming for Bounded Density Plug-in Estimators

AUTHOR(S):
Arthur Lewbel, Boston College

DOCUMENT TYPE: Article

ABSTRACT:
This paper proposes a form of asymptotic trimming to obtain root n convergence of functions of kernel estimated objects. The trimming is designed to deal with the boundary effects that arise in applications where densities are bounded away from zero.