Smoothness adaptive average derivative estimation
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Publication:3563651
DOI10.1111/j.1368-423X.2009.00300.xzbMath1187.62072MaRDI QIDQ3563651
Victoria Zinde-Walsh, Marcia Schafgans
Publication date: 1 June 2010
Published in: The Econometrics Journal (Search for Journal in Brave)
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)
Related Items (5)
NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ Smoothness adaptive average derivative estimation ⋮ The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions ⋮ On the estimation of density-weighted average derivative by wavelet methods under various dependence structures ⋮ AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS
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