Robust data-driven inference for density-weighted average derivatives

DOI10.1198/JASA.2010.TM09590MaRDI QIDQ5255582zbMATH OpenOpenAlexFDO

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

Publication date 16 June 2015

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

Full work available at URL https://pure.au.dk/ws/files/17710807/rp09_46.pdf

zbMATH Keywords

bandwidth selectioninferencesmall bandwidth asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(17)

• ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE
• Rejoinder
• Generalized jackknife estimators of weighted average derivatives
• Semiparametric approach to estimation of marginal mean effects and marginal quantile effects
• FDR- and FWE-controlling methods using data-driven weights
• Nonparametric inference based on conditional moment inequalities
• Conditional quantile processes based on series or many regressors
• Nonparametric weighted average quantile derivative
• On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
• Average derivative estimation under measurement error
• Bootstrapping density-weighted average derivatives
• SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
• A martingale decomposition for quadratic forms of Markov chains (with applications)
• Higher-order refinements of small bandwidth asymptotics for density-weighted average derivative estimators
• Alternative asymptotics and the partially linear model with many regressors
• Parameterizing the effect of a continuous treatment using average derivative effects
• Identification and inference for semiparametric single index transformation models

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