Generalized Jackknife Estimators of Weighted Average Derivatives

DOI10.1080/01621459.2012.745810zbMath1288.62067OpenAlexW2051960233MaRDI QIDQ5406350

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

Publication date: 1 April 2014

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

Full work available at URL: https://escholarship.org/uc/item/4nv5q5hp

zbMATH Keywords

semiparametric estimationbias correctionuniform consistency

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Related Items (11)

AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY ⋮ On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference ⋮ NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES ⋮ Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation ⋮ Identification and estimation of nonseparable single-index models in panel data with correlated random effects ⋮ Robust inference on average treatment effects with possibly more covariates than observations ⋮ Nonparametric estimation of single-index models in scale-space ⋮ PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY ⋮ Rejoinder ⋮ Comment

Cites Work

• Asymptotics with increasing dimension for robust regression with applications to the bootstrap
• On nonparametric regression with higher-order kernels
• Estimating Derivatives in Nonseparable Models With Limited Dependent Variables
• Efficiency of Weighted Average Derivative Estimators and Index Models
• Empirical Evidence on the Law of Demand
• Higher order influence functions and minimax estimation of nonlinear functionals
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
• Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
• Consistent Estimation of Scaled Coefficients
• The Asymptotic Variance of Semiparametric Estimators
• Tests of Additive Derivative Constraints
• Semiparametric Estimation of Index Coefficients
• Robust Data-Driven Inference for Density-Weighted Average Derivatives
• Large Sample Properties of Matching Estimators for Average Treatment Effects

This page was built for publication: Generalized Jackknife Estimators of Weighted Average Derivatives