Pages that link to "Item:Q5255582"
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The following pages link to Robust Data-Driven Inference for Density-Weighted Average Derivatives (Q5255582):
Displayed 12 items.
- On the estimation of density-weighted average derivative by wavelet methods under various dependence structures (Q2257019) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- A martingale decomposition for quadratic forms of Markov chains (with applications) (Q2434497) (← links)
- Nonparametric inference based on conditional moment inequalities (Q2512637) (← links)
- BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES (Q2936832) (← links)
- ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS (Q4637609) (← links)
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES (Q4979938) (← links)
- AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR (Q5012631) (← links)
- NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE (Q5081789) (← links)
- ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE (Q5357403) (← links)
- Generalized Jackknife Estimators of Weighted Average Derivatives (Q5406350) (← links)
- Rejoinder (Q5406355) (← links)