Asymptotic equivalence of estimators of average derivatives

DOI10.1016/S0165-1765(96)00868-3MaRDI QIDQ673198zbMATH OpenOpenAlexFDO

Authors Wei Li

Publication date 28 February 1997

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(96)00868-3

zbMATH Keywords

Asymptotic equivalenceAverage derivative estimatorsSemiparametric

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites work

• scientific article; zbMATH DE number 88831 (Why is no real title available?)
• Consistent Estimation of Scaled Coefficients
• Investigating Smooth Multiple Regression by the Method of Average Derivatives

Cited in

(4)

• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
• A method of estimating the average derivative
• scientific article; zbMATH DE number 88831 (Why is no real title available?)
• The limiting value of derivative estimators based on perturbation analysis

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