Bandwidth Choice for Average Derivative Estimation

DOI10.2307/2290472MaRDI QIDQ4031142zbMATH OpenOpenAlexFDO

Authors J. D. Hart, Alexandre B. Tsybakov, Wolfgang K. Härdle, J. S. Marron

Publication date 1 April 1993

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2290472

zbMATH Keywords

asymptotic representationsbandwidth optimizationbandwidth selectionkernel estimatorslaw of demandnegative kernelssquared biasvariance

Mathematics Subject Classification ID

Density estimation (62G07) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Gradient-based bandwidth selection for estimating average derivatives
• scientific article; zbMATH DE number 4147310
• How sensitive are average derivatives?
• Minimum normal approximation error bandwidth selection for averaged derivatives.
• Bandwidth choice and confidence intervals for derivatives of noisy data

Cited in

(32)

• An integral transform method for estimating the central mean and central subspaces
• Optimal bandwidth choice for density-weighted averages
• How sensitive are average derivatives?
• The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
• On average derivative quantile regression
• Minimum normal approximation error bandwidth selection for averaged derivatives.
• Are efficient estimators in single-indexed models really efficient? A computational discussion
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• Gradient-based bandwidth selection for estimating average derivatives
• On a semiparametric survival model with flexible covariate effect
• Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
• Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
• Bandwidth selection in nonparametric estimator of density derivative by smoothed cross-validation method
• Asymptotic normality of a combined regression estimator
• Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density
• On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
• Average derivative estimation from biased data
• A method of estimating the average derivative
• A simple ordered data estimator for inverse density weighted expectations
• Empirical likelihood for average derivatives
• Smoothness adaptive average derivative estimation
• Multivariate local polynomial regression for estimating average derivatives
• Optimal bandwidth choice for estimation of inverse conditional-density-weighted expectations
• Robust data-driven inference for density-weighted average derivatives
• Generalized jackknife estimators of weighted average derivatives
• Automatic methods of useful signals extraction from noise background under conditions of nonparametric uncertainty
• Censored multiple regression by the method of average derivatives
• Plug-in bandwidth choice in partial linear models with autoregressive errors
• Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach
• Inference in Semiparametric Formation Models for Directed Networks
• Integral approximation by kernel smoothing
• Editorial to the special issue on applicable semiparametrics of computational statistics

This page was built for publication: Bandwidth Choice for Average Derivative Estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4031142)