Multivariate local polynomial regression for estimating average derivatives

DOI10.1080/10485250310001605450zbMath1054.62045OpenAlexW2010835575MaRDI QIDQ4470134

Aman Ullah, Q. Li, Xuewen Lu

Publication date: 22 June 2004

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250310001605450

zbMATH Keywords

Kernel methodAsymptotic normalityLocal polynomial fittingAverage derivatives

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)

Related Items (15)

Identification and Identification Failure for Treatment Effects Using Structural Systems ⋮ Gradient-based bandwidth selection for estimating average derivatives ⋮ Nonparametric estimation of the marginal effect in fixed-effect panel data models ⋮ On sufficient conditions for the consistency of local linear kernel estimators ⋮ Bias assessment in local regression ⋮ Identification and estimation of nonseparable single-index models in panel data with correlated random effects ⋮ Semiparametric estimation for weighted average derivatives with responses missing at random ⋮ Empirical likelihood for density-weighted average derivatives ⋮ Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables ⋮ Smoothness adaptive average derivative estimation ⋮ Censored multiple regression by the method of average derivatives ⋮ Nonparametric estimation of single-index models in scale-space ⋮ Empirical likelihood for average derivatives ⋮ A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS ⋮ Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution

Cites Work

• Unnamed Item
• Unnamed Item
• Variable bandwidth and local linear regression smoothers
• Consistent nonparametric regression. Discussion
• How sensitive are average derivatives?
• Multivariate regression estimation: Local polynomial fitting for time series
• Multivariate locally weighted least squares regression
• Local linear regression smoothers and their minimax efficiencies
• Efficiency of Weighted Average Derivative Estimators and Index Models
• Nonparametric Hypothesis Testing with Parametric Rates of Convergence
• Nonparametric estimation of response coefficients
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Bandwidth Choice for Average Derivative Estimation
• Design-adaptive Nonparametric Regression
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Semiparametric Estimation of Index Coefficients
• Utility Functions and Global Regularity of Fractional Demand Systems

This page was built for publication: Multivariate local polynomial regression for estimating average derivatives