NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE
From MaRDI portal
Publication:5081789
DOI10.1017/S0266466621000232zbMath1493.62613OpenAlexW3167944698MaRDI QIDQ5081789
Publication date: 17 June 2022
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466621000232
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Single-index quantile regression
- Quantile-based nonparametric inference for first-price auctions
- A direct approach to inference in nonparametric and semiparametric quantile models
- Kernel and nearest-neighbor estimation of a conditional quantile
- Optimal bandwidth choice for density-weighted averages
- Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
- On average derivative quantile regression
- A quantile correlated random coefficients panel data model
- Conditional quantile processes based on series or many regressors
- Nonparametric estimation and inference on conditional quantile processes
- Introduction to empirical processes and semiparametric inference
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- Nonparametric estimation of distributional policy effects
- Inference Based on Conditional Moment Inequalities
- A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
- BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
- Irregular Identification, Support Conditions, and Inverse Weight Estimation
- Efficiency of Weighted Average Derivative Estimators and Index Models
- UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
- WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?
- Simulation and the Asymptotics of Optimization Estimators
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Semiparametric efficiency bounds
- Smoothness adaptive average derivative estimation
- Identification and estimation of local average derivatives in non-separable models without monotonicity
- Quantile and Probability Curves Without Crossing
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- Consistent Estimation of Scaled Coefficients
- Root-N-Consistent Semiparametric Regression
- Regression Quantiles
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Asymptotic Statistics
- Optimal Nonparametric Estimation of First-price Auctions
- Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency
- Nonparametric Selection of Regressors: The Nonnested Case
- Semiparametric Estimation of Index Coefficients
- Edgeworth Expansions for Semiparametric Averaged Derivatives
- UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL
- On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
- ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS
- Robust Inference Using Inverse Probability Weighting
- Robust Data-Driven Inference for Density-Weighted Average Derivatives
- An IV Model of Quantile Treatment Effects
- Inference on Counterfactual Distributions
- Generalized Jackknife Estimators of Weighted Average Derivatives
- Identification of Marginal Effects in Nonseparable Models Without Monotonicity
- Identification in Nonseparable Models
- Two-stage rank estimation of quantile index models
This page was built for publication: NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE