COWLES FOUNDATION FOR RESEARCH IN
ECONOMICS Box 208281
COWLES FOUNDATION DISCUSSION PAPER NO. 1714 Nonparametric Estimation of a Polarization Measure Gordon Anderson (Univ. of Toronto), Oliver Linton (London School of
Economics) July 2009 This paper develops methodology for nonparametric estimation of a polarization measure
due to Anderson (2004) and Anderson, Ge, and Leo (2006) based on kernel estimation
techniques. We give the asymptotic distribution theory of our estimator, which in some
cases is nonstandard due to a boundary value problem. We also propose a method for
conducting inference based on estimation of unknown quantities in the limiting
distribution and show that our method yields consistent inference in all cases we
consider. We investigate the finite sample properties of our methods by simulation
methods. We give an application to the study of polarization within China in recent years. |
