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NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE (Q5081789)

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scientific article; zbMATH DE number 7543686

Language	Label	Description	Also known as
English	NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE	scientific article; zbMATH DE number 7543686

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scholarly article

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NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE (English)

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Econometric Theory

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publication date

17 June 2022

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MaRDI profile type

MaRDI publication profile

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Inference Based on Conditional Moment Inequalities

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Conditional quantile processes based on series or many regressors

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Kernel and nearest-neighbor estimation of a conditional quantile

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On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference

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Robust Data-Driven Inference for Density-Weighted Average Derivatives

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Generalized Jackknife Estimators of Weighted Average Derivatives

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BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES

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SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES

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Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency

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On average derivative quantile regression

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Quantile and Probability Curves Without Crossing

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Inference on Counterfactual Distributions

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An IV Model of Quantile Treatment Effects

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Identification in Nonseparable Models

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Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing

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A direct approach to inference in nonparametric and semiparametric quantile models

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A quantile correlated random coefficients panel data model

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Optimal Nonparametric Estimation of First-price Auctions

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UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION

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UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

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Investigating Smooth Multiple Regression by the Method of Average Derivatives

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Identification of Marginal Effects in Nonseparable Models Without Monotonicity

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Identification and estimation of local average derivatives in non-separable models without monotonicity

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Two-stage rank estimation of quantile index models

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Irregular Identification, Support Conditions, and Inverse Weight Estimation

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Regression Quantiles

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UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL

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A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION

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Introduction to empirical processes and semiparametric inference

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Nonparametric Selection of Regressors: The Nonnested Case

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EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL

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Robust Inference Using Inverse Probability Weighting

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Quantile-based nonparametric inference for first-price auctions

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Efficiency of Weighted Average Derivative Estimators and Index Models

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Semiparametric efficiency bounds

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Edgeworth Expansions for Semiparametric Averaged Derivatives

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Simulation and the Asymptotics of Optimization Estimators

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Semiparametric Estimation of Index Coefficients

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Optimal bandwidth choice for density-weighted averages

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Nonparametric estimation and inference on conditional quantile processes

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Root-N-Consistent Semiparametric Regression

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Nonparametric estimation of distributional policy effects

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WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?

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ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS

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Smoothness adaptive average derivative estimation

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Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators

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Consistent Estimation of Scaled Coefficients

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Asymptotic Statistics

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Single-index quantile regression

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full work available at URL

https://doi.org/10.1017/s0266466621000232

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Identifiers

zbMATH Open document ID

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10.1017/S0266466621000232

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5081789

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