Robust Data-Driven Inference for Density-Weighted Average Derivatives

DOI10.1198/jasa.2010.tm09590zbMath1390.62040OpenAlexW1573084559MaRDI QIDQ5255582

Michael Jansson, Richard K. Crump, Matias D. Cattaneo

Publication date: 16 June 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://pure.au.dk/ws/files/17710807/rp09_46.pdf

zbMATH Keywords

bandwidth selectioninferencesmall bandwidth asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (12)

NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES ⋮ ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE ⋮ A martingale decomposition for quadratic forms of Markov chains (with applications) ⋮ ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS ⋮ Generalized Jackknife Estimators of Weighted Average Derivatives ⋮ On the estimation of density-weighted average derivative by wavelet methods under various dependence structures ⋮ Nonparametric inference based on conditional moment inequalities ⋮ SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES ⋮ Conditional quantile processes based on series or many regressors ⋮ Rejoinder ⋮ AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR

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