Optimal bandwidth choice for estimation of inverse conditional-density-weighted expectations
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Cites work
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- Bandwidth Choice for Average Derivative Estimation
- Bandwidth selection for kernel conditional density estimation.
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- Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
- Endogenous selection or treatment model estimation
- Estimation of integrated squared density derivatives
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- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Optimal bandwidth choice for density-weighted averages
- Optimal plug-in estimators for nonparametric functional estimation
- Root-N-Consistent Semiparametric Regression
- Second Order Approximation in the Partially Linear Regression Model
- Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
- Semiparametric Estimation of Index Coefficients
- Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
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Cited in
(8)- Optimal bandwidth selection for conditional efficiency measures: a data-driven approach
- Optimal bandwidth choice for density-weighted averages
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
- An optimal choice for the bandwidth parameter in local polynomial estimation of the conditional distribution function
- A simple ordered data estimator for inverse density weighted expectations
- k-nearest neighbor estimation of inverse-density-weighted expectations with dependent data
- Empirical likelihood for efficient semiparametric average treatment effects
- Efficient estimation using the characteristic function
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