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

bandwidthcalibration parameterfinite sample performancekernel estimation methodmean slopes of regression functionsnonparametric smoothingoptimal smoothing parametersensitivity of the average derivative estimator

Mathematics Subject Classification ID

Density estimation (62G07)

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Cites work

• Bandwidth Choice for Average Derivative Estimation
• 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?)
• 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)

• Optimal bandwidth choice for density-weighted averages
• 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
• Gradient-based bandwidth selection for estimating average derivatives
• General rank-based estimation for regression single index models
• 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
• Statistical inference for the index parameter in single-index models
• SIMEX estimation for single-index model with covariate measurement error
• Stein shrinkage and second-order efficiency for semiparametric estimation of the shift
• Penalized maximum likelihood and semiparametric second-order efficiency
• Empirical likelihood for single-index models
• Semiparametric models with single-index nuisance parameters
• Statistical inference of heterogeneous treatment effect based on single-index model
• Bootstrapping density-weighted average derivatives
• A Gaussian process regression approach to a single-index model
• Smoothing spline estimation for partially linear single-index models
• An empirical likelihood method in a partially linear single-index model with right censored data
• Smoothness adaptive average derivative estimation
• Bandwidth Choice for Average Derivative Estimation
• Multivariate local polynomial regression for estimating average derivatives
• AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS
• Optimal bandwidth choice for estimation of inverse conditional-density-weighted expectations
• Bayesian Tobit quantile regression with single-index models
• A new estimation for single index model with longitudinal data in the presence of measurement errors
• Penalized least squares for single index models
• Higher order semiparametric frequentist inference with the profile sampler
• General frequentist properties of the posterior profile distribution

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