2017 Fiscal Year Research-status Report
A study of estimation and inference of the density discontinuity
| Project/Area Number |
17K13713
|
|---|
| Research Institution | University of Tsukuba |
|---|
Principal Investigator |
YU ZHENGFEI 筑波大学, 人文社会系, 助教 (40774758)
|
|---|
| Project Period (FY) |
2017-04-01 – 2019-03-31
|
| Keywords | Density discontinuity / Optimal bandwidth / Minimum contrast problem |
|---|
| Outline of Annual Research Achievements |
The first part of this research, which focuses on bandwidth selection for
the estimation of density discontinuity, has been completed. When the parameter of interest is a function of densities at both sides of the discontinuity point, the optimal bandwidths (possibly different at both sides) are derived and a feasible implementation procedure is proposed.
The second part of this research proposes an empirical likelihood based density discontinuity test where the moment condition is derived from the minimum contrast problem. The computation of the test is very simple as it only requires a convex optimization. This approach also provides an analytical formula for the optimal bandwidth that minimizes the second order coverage error. Simulations and empirical illustrations show good performances of the proposed test.
|
| Current Status of Research Progress |
Current Status of Research Progress
2: Research has progressed on the whole more than it was originally planned.
Reason
The research is progressing smoothly as the main results have been obtained as expected. A part of result has been published. The main results are as good as expected and has received positive feedback from conferences participants.
|
| Strategy for Future Research Activity |
The research will be deepened by generalizing the proposed test to cover not only the difference between two densities at each side of the discontinuity, but also smooth functions of the densities at both sides.
|
| Causes of Carryover |
Due to rearrangement of research activities, the remuneration initially planned for the fiscal year H29 is no longer needed. That amount will be used as article costs and travel expenses in the fiscal year H30.
|
