Optimal bandwidth choice for density-weighted averages
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Cites work
- scientific article; zbMATH DE number 4107941 (Why is no real title available?)
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- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- A Class of Statistics with Asymptotically Normal Distribution
- A Flexible and Fast Method for Automatic Smoothing
- Approximation Theorems of Mathematical Statistics
- Bandwidth Choice for Average Derivative Estimation
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- Estimation of integrated squared density derivatives
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- How sensitive are average derivatives?
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Nonparametric Estimate of Regression Coefficients
- Optimal plug-in estimators for nonparametric functional estimation
- Root-N-Consistent Semiparametric Regression
- Semiparametric Estimation of Index Coefficients
- Smoothing Bias in Density Derivative Estimation
- Smoothing bias in the measurement of marginal effects
- The Asymptotic Variance of Semiparametric Estimators
- Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
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- Semiparametric estimation for weighted average derivatives with responses missing at random
- On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
- A Small-Sample Estimator for the Sample-Selection Model
- Root-\(n\) consistency of intercept estimators in a binary response model under tail restrictions
- How efficient are natural gas markets in practice? A wavelet-based approach
- \(\sqrt{n}\)-consistent density estimation in semiparametric regression models
- Optimal bandwidth choice for estimation of inverse conditional-density-weighted expectations
- Empirical likelihood for density-weighted average derivatives
- Inferences in dynamic logit models in semi-parametric setup for repeated binary data
- A new method for nonparametric density estimation
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
- Quality of fit measures in the framework of quantile regression
- A new statistic and practical guidelines for nonparametric Granger causality testing
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
- Specification and estimation of semiparametric multiple-index models
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- Average derivative estimation under measurement error
- Kernel order selection by minimum bootstrapped MSE for density weighted averages
- Nonparametric density estimation for stratified samples
- AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS
- Optimal bandwidth selection for robust generalized method of moments estimation
- Best possibility constant for bandwidth selection
- Bootstrapping density-weighted average derivatives
- Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
- Minimum normal approximation error bandwidth selection for averaged derivatives.
- Empirical likelihood for average derivatives
- Robust data-driven inference for density-weighted average derivatives
- Inferences in binary dynamic fixed models in a semi-parametric setup
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
- The Kernel distribution estimator of functions of random variables
- Smoothness adaptive average derivative estimation
- Optimal bandwidths for kernel density estimators of functions of observations
- Maternal full-time employment and overweight children: parametric, semi-parametric, and non-parametric assessment
- Root-\(n\) consistent kernel density estimation in practice
- Nonparametric weighted average quantile derivative
- Optimal bandwidth selection for conditional efficiency measures: a data-driven approach
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