Nonparametric estimation when data on derivatives are available

DOI10.1214/009053606000001127zbMath1114.62049arXiv0708.0506MaRDI QIDQ997381

Hall, Peter, Adonis John Yatchew

Publication date: 23 July 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.0506

zbMATH Keywords

dimension reduction; rates of convergence; kernel methods; statistical smoothing; partial derivative data; cost function estimation

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

91B38: Production theory, theory of the firm

Uses Software

• KernSmooth