Minimum normal approximation error bandwidth selection for averaged derivatives.

DOI 10.1016/S0378-4754(03)00120-4</link>zbMath 1058.62033</link>MaRDI QID Q1418603</link>

Yoshihiko Nishiyama

Publication date: 14 January 2004

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

zbMATH Keywords

Bandwidth selectionHigher order asymptotic theoryMinimum normal approximation errorSemiparametric averaged derivatives

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

Cites Work

• Unnamed Item
• Optimal bandwidth choice for density-weighted averages
• How sensitive are average derivatives?
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric estimation from time series with long-range dependence
• Efficiency of Weighted Average Derivative Estimators and Index Models
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Consistent Estimation of Scaled Coefficients
• Root-N-Consistent Semiparametric Regression
• Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
• Semiparametric Estimation of Index Coefficients
• Edgeworth Expansions for Semiparametric Averaged Derivatives
• The Normal Approximation for Semiparametric Averaged Derivatives
• The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*

This page was built for publication: Minimum normal approximation error bandwidth selection for averaged derivatives.