Efficiency of Weighted Average Derivative Estimators and Index Models
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meanmedianasymptotic varianceefficiency boundspanning conditionminimum chi-squareoptimal weight functionelliptically symmetricnonparametric demand analysisapproximate efficiency of pooled estimatorsaverage derivative estimatorsefficiency resultssemiparametric index modelsweighted average derivatives of conditional location functionals
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(62)- Threshold regression with endogeneity
- Automatic Smoothing and Estimation in Single Index Poisson Regression
- ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE
- Single index quantile regression for heteroscedastic data
- Generalized jackknife estimators of weighted average derivatives
- On average derivative quantile regression
- GEE analysis for longitudinal single-index quantile regression
- Empirical likelihood for average derivatives
- Empirical likelihood for density-weighted average derivatives
- Semiparametric approach to estimation of marginal mean effects and marginal quantile effects
- Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
- Randomly censored partially linear single-index models
- A method of estimating the average derivative
- Minimum normal approximation error bandwidth selection for averaged derivatives.
- Parametric estimation of ordinary differential equations with orthogonality conditions
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects
- Multivariate local polynomial regression for estimating average derivatives
- Are efficient estimators in single-indexed models really efficient? A computational discussion
- Weigted derivative estimation on quantal response models: Simulation and applications to choice of truck freight carrier
- A simplified approach to computing efficiency bounds in semiparametric models
- Estimation of the binary response model using a mixture of distributions estimator (MOD)
- Average partial effect estimation using double machine learning
- Excess heterogeneity, endogeneity and index restrictions
- Analysis of double single index models
- Debiased machine learning of set-identified linear models
- Efficient estimation of single-index models with deep ReQU neural networks
- Single-index modelling of conditional probabilities in two-way contingency tables
- Nonparametric weighted average quantile derivative
- A lack-of-fit test for generalized linear models via single-index techniques
- Functional index coefficient models with variable selection
- Nonparametric transfer function models
- Inference in Additively Separable Models With a High-Dimensional Set of Conditioning Variables
- Semiparametric efficiency for partially linear single-index regression models
- Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly
- Testing for treatment dependence of effects of a continuous treatment
- Estimation in monotone single‐index models
- scientific article; zbMATH DE number 4154165 (Why is no real title available?)
- Efficiency of weighted averages
- Gradient-based bandwidth selection for estimating average derivatives
- Efficient estimation in single index models through smoothing splines
- Local regression distribution estimators
- Semiparametric Estimation of Index Coefficients
- Smoothness adaptive average derivative estimation
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
- Short‐term forecasting with a computationally efficient nonparametric transfer function model
- Conditional likelihood based inference on single-index models for motor insurance claim severity
- Efficient estimation in conditional single-index regression
- Demystifying Statistical Learning Based on Efficient Influence Functions
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
- Wasserstein index generation model: automatic generation of time-series index with application to economic policy uncertainty
- Measuring the effects of segregation in the presence of social spillovers: a nonparametric approach
- Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
- Consistent estimation of density-weighted average derivative by orthogonal series method
- Simultaneous semiparametric inference for single-index models
- Instrumental variables estimators of nonparametric models with discrete endogenous regressors
- Testing single-index restrictions with a focus on average derivatives
- Censored multiple regression by the method of average derivatives
- Parameterizing the effect of a continuous treatment using average derivative effects
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
- Weighted averaging of species indicator values: Its efficiency in environmental calibration
- Generalized Lee bounds
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
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