Estimation of Derivatives for Additive Separable Models

DOI10.1080/02331889908802693MaRDI QIDQ4943277zbMATH OpenOpenAlexFDO

Authors Eric Severance-Lossin, Stefan Sperlich

Publication date 13 June 2000

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889908802693

zbMATH Keywords

additive modelsderivative estimationproduction function estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Production models (90B30) Production theory, theory of the firm (91B38)

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Cites work

• A kernel method of estimating structured nonparametric regression based on marginal integration
• Additive regression and other nonparametric models
• Direct estimation of low-dimensional components in additive models.
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 1136433 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Integration and backfitting methods in additive models -- finite sample properties and comparison
• Introduction to a Theory of the Internal Structure of Functional Relationships
• Jackknife, bootstrap and other resampling methods in regression analysis
• Local polynomial regression: Optimal kernels and asymptotic minimax efficiency
• The dimensionality reduction principle for generalized additive models

Cited in

(11)

• Derivative estimation and testing in generalized additive models
• Marginal integration \(M\)-estimators for additive models
• An efficient marginal integration estimator of a semiparametric additive modelling
• Integration and backfitting methods in additive models -- finite sample properties and comparison
• Rate optimal estimation with the integration method in the presence of many covariates
• Local polynomial estimation of nonparametric simultaneous equations models
• Local polynomial inference for small area statistics: estimation, validation and prediction
• NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
• Testing additivity in generalized nonparametric regression models with estimated parameters
• Inference in Additively Separable Models With a High-Dimensional Set of Conditioning Variables
• Modeling heterogeneity: a praise for varying-coefficient models in causal analysis

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