Smoothness adaptive average derivative estimation

DOI10.1111/J.1368-423X.2009.00300.XzbMath1187.62072MaRDI QIDQ3563651

Victoria Zinde-Walsh, Marcia Schafgans

Publication date: 1 June 2010

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

density weighted average derivative estimator

Mathematics Subject Classification ID

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

Related Items (6)

NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ Smoothness adaptive average derivative estimation ⋮ The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions ⋮ On the estimation of density-weighted average derivative by wavelet methods under various dependence structures ⋮ AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS ⋮ Kernel Averaging Estimators

Cites Work

• Unnamed Item
• A method of estimating the average derivative
• Optimal bandwidth choice for density-weighted averages
• Exact mean integrated squared error
• On average derivative quantile regression
• Combining different procedures for adaptive regression
• Optimal global rates of convergence for nonparametric regression
• Functional aggregation for nonparametric regression.
• Non- and semi-parametric estimation in models with unknown smoothness
• Penalized maximum likelihood and semiparametric second-order efficiency
• Efficiency of Weighted Average Derivative Estimators and Index Models
• Empirical Evidence on the Law of Demand
• EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS
• Smoothness adaptive average derivative estimation
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Multivariate local polynomial regression for estimating average derivatives
• Semiparametric Regression for the Applied Econometrician
• Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
• SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
• Robust kernel estimator for densities of unknown smoothness
• On Choosing a Delta-Sequence

This page was built for publication: Smoothness adaptive average derivative estimation