Nonparametric estimation when data on derivatives are available

DOI10.1214/009053606000001127zbMath1114.62049arXiv0708.0506OpenAlexW3098846354MaRDI QIDQ997381

Adonis John Yatchew

Publication date: 23 July 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.0506

zbMATH Keywords

dimension reductionrates of convergencekernel methodsstatistical smoothingpartial derivative datacost function estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Production theory, theory of the firm (91B38)

Related Items (2)

Posterior contraction rates of density derivative estimation ⋮ Nonparametric least squares estimation in derivative families

Uses Software

• KernSmooth

Cites Work

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• Linear smoothers and additive models
• Projection-based approximation and a duality with kernel methods
• Projection pursuit
• Additive regression and other nonparametric models
• Generalized additive models
• Optimal rates of convergence for nonparametric estimators
• Multivariate adaptive regression splines
• Nonparametric estimators which can be ``plugged-in.
• Direct estimation of low-dimensional components in additive models.
• Optimal global rates of convergence for nonparametric regression
• Smoothing methods in statistics
• Semiparametric Regression for the Applied Econometrician
• A kernel method of estimating structured nonparametric regression based on marginal integration

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