Smoothness adaptive average derivative estimation
نویسندگان
چکیده
منابع مشابه
Fast Implementation of Density-Weighted Average Derivative Estimation
Given random variables X ∈ IR and Y such that E[Y |X = x] = m(x), the average derivative δ0 is defined as δ0 = E[∇m(X)], i.e., as the expected value of the gradient of the regression function. Average derivative estimation has several applications in econometric theory (Stoker, 1992) and thus it is crucial to have a fast implementation of this estimator for practical purposes. We present such a...
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ژورنال
عنوان ژورنال: The Econometrics Journal
سال: 2010
ISSN: 1368-4221,1368-423X
DOI: 10.1111/j.1368-423x.2009.00300.x