Prakasa Rao, B. L. S. (1995) Consistent estimation of density-weighted average derivative by orthogonal series method Statistics & Probability Letters, 22 (3). pp. 205-212. ISSN 0167-7152
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/016771...
Related URL: http://dx.doi.org/10.1016/0167-7152(94)00068-J
Abstract
The problem of estimation of density-weighted average derivative is of interest in econometric problems, especially in the context of estimation of coefficients in index models. Here we propose a consistent estimator based on the orthogonal series method. Earlier work on this problem dealt with kernel method of estimation.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Nonparametric Estimation Of Density-weighted Average Derivative; Orthogonal Series Method; Consistency |
| ID Code: | 37285 |
| Deposited On: | 26 Apr 2011 10:48 |
| Last Modified: | 26 Apr 2011 10:48 |
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