How sensitive are average derivatives?

DOI10.1016/0304-4076(93)90112-IMaRDI QIDQ1260681zbMATH OpenOpenAlexFDO

Authors Wolfgang K. Härdle, Alexandre B. Tsybakov

Publication date 25 August 1993

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(93)90112-i

zbMATH Keywords

bandwidthfinite sample performancenonparametric smoothingoptimal smoothing parametercalibration parameterkernel estimation methodmean slopes of regression functionssensitivity of the average derivative estimator

Mathematics Subject Classification ID

Density estimation (62G07)

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Cites work

• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 46694 (Why is no real title available?)
• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• Bandwidth Choice for Average Derivative Estimation
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
• Nonparametric regression analysis of longitudinal data

Cited in

(29)

• Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
• On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
• A Gaussian process regression approach to a single-index model
• Statistical inference of heterogeneous treatment effect based on single-index model
• SIMEX estimation for single-index model with covariate measurement error
• Higher order semiparametric frequentist inference with the profile sampler
• Semiparametric models with single-index nuisance parameters
• Statistical inference for the index parameter in single-index models
• Bayesian Tobit quantile regression with single-index models
• Stein shrinkage and second-order efficiency for semiparametric estimation of the shift
• Smoothing spline estimation for partially linear single-index models
• Optimal bandwidth choice for estimation of inverse conditional-density-weighted expectations
• Empirical likelihood for single-index models
• Are efficient estimators in single-indexed models really efficient? A computational discussion
• An empirical likelihood method in a partially linear single-index model with right censored data
• Optimal bandwidth choice for density-weighted averages
• Bandwidth Choice for Average Derivative Estimation
• AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS
• Bootstrapping density-weighted average derivatives
• Minimum normal approximation error bandwidth selection for averaged derivatives.
• Penalized maximum likelihood and semiparametric second-order efficiency
• General rank-based estimation for regression single index models
• On average derivative quantile regression
• Smoothness adaptive average derivative estimation
• Gradient-based bandwidth selection for estimating average derivatives
• Penalized least squares for single index models
• Multivariate local polynomial regression for estimating average derivatives
• General frequentist properties of the posterior profile distribution
• A new estimation for single index model with longitudinal data in the presence of measurement errors

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