How sensitive are average derivatives?
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Publication:1260681
DOI10.1016/0304-4076(93)90112-IzbMath0772.62021OpenAlexW2072027887MaRDI QIDQ1260681
Alexandre B. Tsybakov, Wolfgang Karl Härdle
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
bandwidthnonparametric smoothingfinite sample performanceoptimal smoothing parametercalibration parameterkernel estimation methodmean slopes of regression functionssensitivity of the average derivative estimator
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