Bootstrapping density-weighted average derivatives

DOI10.1017/S0266466614000127MaRDI QIDQ2936832zbMATH OpenOpenAlexFDO

Authors Matias D. Cattaneo, Richard K. Crump, Michael Jansson

Publication date 7 January 2015

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466614000127

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric statistical resampling methods (62G09)

Recommendations

• Robust data-driven inference for density-weighted average derivatives
• SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
• On the performance of weighted bootstrapped kernel deconvolution density estimators
• The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*
• Empirical likelihood for density-weighted average derivatives

Cites work

• Bootstrap consistency for general semiparametric \(M\)-estimation
• Bootstrapping general empirical measures
• Consistent Estimation of Scaled Coefficients
• Edgeworth Expansions for Semiparametric Averaged Derivatives
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
• Generalized jackknife estimators of weighted average derivatives
• How sensitive are average derivatives?
• Large sample confidence regions based on subsamples under minimal assumptions
• Nonparametric econometrics. Theory and practice.
• On the Departure from Normality of a Certain Class of Martingales
• Optimal bandwidth choice for density-weighted averages
• Robust data-driven inference for density-weighted average derivatives
• Semiparametric Estimation of Index Coefficients
• SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
• Some asymptotic theory for the bootstrap
• Some results on the convergence of conditional distributions
• Subsampling
• The jackknife estimate of variance
• The Normal Approximation for Semiparametric Averaged Derivatives
• Twicing Kernels and a Small Bias Property of Semiparametric Estimators

Cited in

(14)

• Weighting of derivatives
• Kernel order selection by minimum bootstrapped MSE for density weighted averages
• Nonparametric estimation of single-index models in scale-space
• Empirical likelihood for density-weighted average derivatives
• Alternative asymptotics and the partially linear model with many regressors
• SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
• Limit theorems for factor models
• AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY
• Nonparametric weighted average quantile derivative
• Robust data-driven inference for density-weighted average derivatives
• The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*
• Generalized jackknife estimators of weighted average derivatives
• Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation
• Higher-order refinements of small bandwidth asymptotics for density-weighted average derivative estimators

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