Smoothness adaptive average derivative estimation

DOI10.1111/j.1368-423X.2009.00300.xzbMath1187.62072MaRDI QIDQ3563651

Victoria Zinde-Walsh, Marcia Schafgans

Publication date: 1 June 2010

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

density weighted average derivative estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

Related Items (5)

NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ Smoothness adaptive average derivative estimation ⋮ The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions ⋮ On the estimation of density-weighted average derivative by wavelet methods under various dependence structures ⋮ AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS

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