Optimal bandwidth choice for density-weighted averages
From MaRDI portal
Publication:1126477
DOI10.1016/0304-4076(95)01761-5zbMATH Open0864.62022OpenAlexW2011499223WikidataQ127147252 ScholiaQ127147252MaRDI QIDQ1126477FDOQ1126477
Authors: James L. Powell, Thomas M. Stoker 
Publication date: 22 June 1997
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/2410
Recommendations
- Publication:3477819
- Bandwidth Choice for Average Derivative Estimation
- Best possibility constant for bandwidth selection
- On Bandwidth Choice for Spatial Data Density Estimation
- A Brief Survey of Bandwidth Selection for Density Estimation
- Optimal bandwidth choice for estimation of inverse conditional-density-weighted expectations
smoothingbiasmean squared errorderivativekernel estimatorsoptimal bandwidthindex modelsplug-in estimatoraverage densityconditional covariancesdensity-weighted averagesmodels of selected samplessemiparametric estimation methods
Nonparametric estimation (62G05) Density estimation (62G07) Applications of statistics to economics (62P20)
Cites Work
- Approximation Theorems of Mathematical Statistics
- Title not available (Why is that?)
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Root-N-Consistent Semiparametric Regression
- Title not available (Why is that?)
- The Asymptotic Variance of Semiparametric Estimators
- Semiparametric Estimation of Index Coefficients
- A Class of Statistics with Asymptotically Normal Distribution
- Optimal plug-in estimators for nonparametric functional estimation
- Nonparametric Estimate of Regression Coefficients
- Title not available (Why is that?)
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- Bandwidth Choice for Average Derivative Estimation
- Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
- How sensitive are average derivatives?
- Estimation of integrated squared density derivatives
- A Flexible and Fast Method for Automatic Smoothing
- Smoothing bias in the measurement of marginal effects
- Smoothing Bias in Density Derivative Estimation
Cited In (37)
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
- \(\sqrt{n}\)-consistent density estimation in semiparametric regression models
- A new statistic and practical guidelines for nonparametric Granger causality testing
- Empirical likelihood for average derivatives
- Quality of Fit Measures in the Framework of Quantile Regression
- Empirical likelihood for density-weighted average derivatives
- AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR
- Maternal full-time employment and overweight children: parametric, semi-parametric, and non-parametric assessment
- AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS
- Minimum normal approximation error bandwidth selection for averaged derivatives.
- The Kernel distribution estimator of functions of random variables
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
- Nonparametric density estimation for stratified samples
- PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY
- A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE
- Specification and estimation of semiparametric multiple-index models
- On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- Optimal bandwidth selection for conditional efficiency measures: a data-driven approach
- Kernel order selection by minimum bootstrapped MSE for density weighted averages
- ROOT-N CONSISTENCY OF INTERCEPT ESTIMATORS IN A BINARY RESPONSE MODEL UNDER TAIL RESTRICTIONS
- OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION
- Best possibility constant for bandwidth selection
- Root-\(n\) consistent kernel density estimation in practice
- A Small-Sample Estimator for the Sample-Selection Model
- Inferences in dynamic logit models in semi-parametric setup for repeated binary data
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
- Smoothness adaptive average derivative estimation
- Semiparametric estimation for weighted average derivatives with responses missing at random
- BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
- Inferences in binary dynamic fixed models in a semi-parametric setup
- How efficient are natural gas markets in practice? A wavelet-based approach
- A new method for nonparametric density estimation
- NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE
- Optimal bandwidths for kernel density estimators of functions of observations
- Optimal bandwidth choice for estimation of inverse conditional-density-weighted expectations
This page was built for publication: Optimal bandwidth choice for density-weighted averages
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1126477)
