Nonparametric weighted average quantile derivative
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Publication:5081789
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Cites work
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- scientific article; zbMATH DE number 147170 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A direct approach to inference in nonparametric and semiparametric quantile models
- A quantile correlated random coefficients panel data model
- A single-index quantile regression model and its estimation
- An IV Model of Quantile Treatment Effects
- Asymptotic Statistics
- Bootstrapping density-weighted average derivatives
- Conditional quantile processes based on series or many regressors
- Consistent Estimation of Scaled Coefficients
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Edgeworth Expansions for Semiparametric Averaged Derivatives
- Efficiency of Weighted Average Derivative Estimators and Index Models
- Estimation and inference for moments of ratios with robustness against large trimming bias
- Generalized jackknife estimators of weighted average derivatives
- Identification and estimation of local average derivatives in non-separable models without monotonicity
- Identification in Nonseparable Models
- Identification of Marginal Effects in Nonseparable Models Without Monotonicity
- Inference based on conditional moment inequalities
- Inference on counterfactual distributions
- Introduction to empirical processes and semiparametric inference
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Irregular identification, support conditions, and inverse weight estimation
- Kernel and nearest-neighbor estimation of a conditional quantile
- Kernel-based semiparametric estimators: small bandwidth asymptotics and bootstrap consistency
- Maximal inequalities for degenerate U-processes with applications to optimization estimators
- Nonparametric Selection of Regressors: The Nonnested Case
- Nonparametric estimation and inference on conditional quantile processes
- Nonparametric estimation of distributional policy effects
- On average derivative quantile regression
- On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
- Optimal Nonparametric Estimation of First-price Auctions
- Optimal bandwidth choice for density-weighted averages
- Quantile and probability curves without crossing
- Quantile-based nonparametric inference for first-price auctions
- Regression Quantiles
- Robust data-driven inference for density-weighted average derivatives
- Robust inference using inverse probability weighting
- Root-N-Consistent Semiparametric Regression
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
- Semiparametric Estimation of Index Coefficients
- Semiparametric efficiency bounds
- Simulation and the Asymptotics of Optimization Estimators
- Single-index quantile regression
- Smoothness adaptive average derivative estimation
- Two-stage rank estimation of quantile index models
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model
- Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- What do quantile regressions identify for general structural functions?
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