Multivariate local polynomial regression for estimating average derivatives

DOI10.1080/10485250310001605450zbMATH Open1054.62045OpenAlexW2010835575MaRDI QIDQ4470134FDOQ4470134

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

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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)

Cites Work

• Robust Locally Weighted Regression and Smoothing Scatterplots
• Consistent nonparametric regression. Discussion
• Local linear regression smoothers and their minimax efficiencies
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Title not available (Why is that?)
• Design-adaptive Nonparametric Regression
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Semiparametric Estimation of Index Coefficients
• Variable bandwidth and local linear regression smoothers
• Multivariate locally weighted least squares regression
• Title not available (Why is that?)
• Efficiency of Weighted Average Derivative Estimators and Index Models
• Bandwidth Choice for Average Derivative Estimation
• Multivariate regression estimation: Local polynomial fitting for time series
• How sensitive are average derivatives?
• Nonparametric Hypothesis Testing with Parametric Rates of Convergence
• Nonparametric estimation of response coefficients
• Utility Functions and Global Regularity of Fractional Demand Systems

Cited In (17)

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

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