Generalized jackknife estimators of weighted average derivatives
DOI10.1080/01621459.2012.745810zbMATH Open1288.62067OpenAlexW2051960233MaRDI QIDQ5406350FDOQ5406350
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
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
Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
Cites Work
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- The Asymptotic Variance of Semiparametric Estimators
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- Large Sample Properties of Matching Estimators for Average Treatment Effects
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- Empirical Evidence on the Law of Demand
- Asymptotics with increasing dimension for robust regression with applications to the bootstrap
- Tests of Additive Derivative Constraints
- On nonparametric regression with higher-order kernels
- Robust data-driven inference for density-weighted average derivatives
- Estimating derivatives in nonseparable models with limited dependent variables
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
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