Generalized jackknife estimators of weighted average derivatives

DOI10.1080/01621459.2012.745810MaRDI QIDQ5406350zbMATH OpenOpenAlexFDO

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

Publication date 1 April 2014

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://escholarship.org/uc/item/4nv5q5hp

zbMATH Keywords

semiparametric estimationbias correctionuniform consistency

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Recommendations

• SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
• Bandwidth Choice for Average Derivative Estimation
• Efficiency of Weighted Average Derivative Estimators and Index Models
• Minimum normal approximation error bandwidth selection for averaged derivatives.
• Bootstrapping density-weighted average derivatives

Cites work

• Asymptotics with increasing dimension for robust regression with applications to the bootstrap
• Consistent Estimation of Scaled Coefficients
• Efficiency of Weighted Average Derivative Estimators and Index Models
• Empirical Evidence on the Law of Demand
• Estimating derivatives in nonseparable models with limited dependent variables
• Higher order influence functions and minimax estimation of nonlinear functionals
• Identification and estimation of triangular simultaneous equations models without additivity
• Large Sample Properties of Matching Estimators for Average Treatment Effects
• On nonparametric regression with higher-order kernels
• Robust data-driven inference for density-weighted average derivatives
• Semiparametric Estimation of Index Coefficients
• Tests of Additive Derivative Constraints
• The Asymptotic Variance of Semiparametric Estimators
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

Cited in

(13)

• Comment
• Rejoinder
• A MODIFIED AVERAGE DERIVATIVES ESTIMATOR
• AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY
• Identification and estimation of nonseparable single-index models in panel data with correlated random effects
• Nonparametric weighted average quantile derivative
• Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation
• Bootstrapping density-weighted average derivatives
• Efficiency of Weighted Average Derivative Estimators and Index Models
• Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
• Nonparametric estimation of single-index models in scale-space
• Robust inference on average treatment effects with possibly more covariates than observations
• On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference

This page was built for publication: Generalized jackknife estimators of weighted average derivatives

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5406350)