AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR

DOI10.1017/S0266466620000432zbMath1479.62022OpenAlexW3103300558MaRDI QIDQ5012631

Luke Taylor, Taisuke Otsu, Hao Dong

Publication date: 25 November 2021

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466620000432

zbMATH Keywords

asymptotic propertiesdensity-weighted average derivative estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS

Cites Work

• Unnamed Item
• Density deconvolution from repeated measurements without symmetry assumption on the errors
• Adaptive estimation of linear functionals in the convolution model and applications
• On the optimal rates of convergence for nonparametric deconvolution problems
• Deconvolution problems in nonparametric statistics
• Weak convergence of the supremum distance for supersmooth kernel deconvolution
• Practical bandwidth selection in deconvolution kernel density estimation
• Semiparametric and nonparametric methods in econometrics
• Optimal bandwidth choice for density-weighted averages
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
• A note on the usefulness of superkernels in density estimation
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Nonparametric estimation of the measurement error model using multiple indicators.
• Nonparametric regression with errors in variables
• Uniform confidence bands in deconvolution with unknown error distribution
• On deconvolution with repeated measurements
• Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
• Additive partial linear models with measurement errors
• Empirical Evidence on the Law of Demand
• BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
• Nonparametric Estimation of Sample Selection Models
• Average derivative estimation with errors-in-variables
• Semiparametric Regression for the Applied Econometrician
• Semiparametric Estimation of Index Coefficients
• Nonparametric regression with infinite order flat-top kernels
• Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information
• SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS
• SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
• A Simple Estimator for Binary Choice Models with Endogenous Regressors
• Non-Parametric Confidence Bands in Deconvolution Density Estimation
• Robust Data-Driven Inference for Density-Weighted Average Derivatives
• Asymptotic Normality of Kernel-Type Deconvolution Estimators
• Estimation of Nonlinear Models with Measurement Error
• Measurement Error in Nonlinear Models
• Adaptive quantile estimation in deconvolution with unknown error distribution

This page was built for publication: AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR