Multivariate local polynomial regression for estimating average derivatives

DOI10.1080/10485250310001605450MaRDI QIDQ4470134zbMATH OpenOpenAlexFDO

Authors Qi Li, Xuewen Lu, Aman Ullah

Publication date 22 June 2004

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250310001605450

zbMATH Keywords

Asymptotic normalityKernel methodLocal polynomial fittingAverage derivatives

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

Recommendations

• A method of estimating the average derivative
• scientific article; zbMATH DE number 88831
• A MODIFIED AVERAGE DERIVATIVES ESTIMATOR
• Multivariate local polynomial kernel estimators: leading bias and asymptotic distribution
• Investigating Smooth Multiple Regression by the Method of Average Derivatives

Cites work

• scientific article; zbMATH DE number 46694 (Why is no real title available?)
• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• Bandwidth Choice for Average Derivative Estimation
• Consistent nonparametric regression. Discussion
• Design-adaptive Nonparametric Regression
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Efficiency of Weighted Average Derivative Estimators and Index Models
• How sensitive are average derivatives?
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Local linear regression smoothers and their minimax efficiencies
• Multivariate locally weighted least squares regression
• Multivariate regression estimation: Local polynomial fitting for time series
• Nonparametric Hypothesis Testing with Parametric Rates of Convergence
• Nonparametric estimation of response coefficients
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Semiparametric Estimation of Index Coefficients
• Utility Functions and Global Regularity of Fractional Demand Systems
• Variable bandwidth and local linear regression smoothers

Cited in

(17)

• Censored multiple regression by the method of average derivatives
• Identification and identification failure for treatment effects using structural systems
• Semiparametric estimation for weighted average derivatives with responses missing at random
• A method of estimating the average derivative
• Empirical likelihood for density-weighted average derivatives
• Identification and estimation of nonseparable single-index models in panel data with correlated random effects
• Nonparametric estimation of single-index models in scale-space
• Nonparametric estimation of the marginal effect in fixed-effect panel data models
• Empirical likelihood for average derivatives
• Bias assessment in local regression
• Smoothness adaptive average derivative estimation
• Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
• Multivariate local polynomial kernel estimators: leading bias and asymptotic distribution
• A nonparametric test of significant variables in gradients
• Gradient-based bandwidth selection for estimating average derivatives
• A MODIFIED AVERAGE DERIVATIVES ESTIMATOR
• On sufficient conditions for the consistency of local linear kernel estimators

This page was built for publication: Multivariate local polynomial regression for estimating average derivatives

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4470134)