BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES

DOI10.1017/S0266466614000127zbMath1314.62106OpenAlexW3125243219MaRDI QIDQ2936832

Michael Jansson, Matias D. Cattaneo, Richard K. Crump

Publication date: 7 January 2015

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466614000127

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Related Items (6)

AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY ⋮ NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation ⋮ ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS ⋮ Nonparametric estimation of single-index models in scale-space ⋮ LIMIT THEOREMS FOR FACTOR MODELS

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