Bandwidth Choice for Average Derivative Estimation
- 1 March 1992
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 87 (417) , 218-226
- https://doi.org/10.2307/2290472
Abstract
The average derivative is the expected value of the derivative of a regression function. Kernel methods have been proposed as a means of estimating this quantit...Keywords
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This publication has 2 references indexed in Scilit:
- Estimation of integrated squared density derivativesStatistics & Probability Letters, 1987
- Symmetrically Trimmed Least Squares Estimation for Tobit ModelsEconometrica, 1986