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Empirical likelihood for density-weighted average derivatives

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  • Wanrong Liu

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  • Xuewen Lu
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    File URL: http://hdl.handle.net/10.1007/s00362-009-0237-5
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    Bibliographic Info

    Article provided by Springer in its journal Statistical Papers.

    Volume (Year): 52 (2011)
    Issue (Month): 2 (May)
    Pages: 391-412

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    Handle: RePEc:spr:stpapr:v:52:y:2011:i:2:p:391-412

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    Web page: http://www.springer.com/statistics/business/journal/362

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    Related research

    Keywords: Average derivative; Density weighting; Empirical likelihood; Kernel smoothing; Single-index model; 62G08; 62G20; 62H12;

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    1. Xia, Yingcun, 2006. "Asymptotic Distributions For Two Estimators Of The Single-Index Model," Econometric Theory, Cambridge University Press, vol. 22(06), pages 1112-1137, December.
    2. Ichimura, H., 1991. "Semiparametric Least Squares (sls) and Weighted SLS Estimation of Single- Index Models," Papers 264, Minnesota - Center for Economic Research.
    3. Yoon-Jae Whang, 2004. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Cowles Foundation Discussion Papers 1453, Cowles Foundation for Research in Economics, Yale University.
    4. Stoker, Thomas M, 1986. "Consistent Estimation of Scaled Coefficients," Econometrica, Econometric Society, vol. 54(6), pages 1461-81, November.
    5. Lixing Zhu & Liugen Xue, 2006. "Empirical likelihood confidence regions in a partially linear single-index model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(3), pages 549-570.
    6. Mai Zhou, 2005. "Empirical likelihood analysis of the rank estimator for the censored accelerated failure time model," Biometrika, Biometrika Trust, vol. 92(2), pages 492-498, June.
    7. Powell, James L. & Stoker, Thomas M., 1996. "Optimal bandwidth choice for density-weighted averages," Journal of Econometrics, Elsevier, vol. 75(2), pages 291-316, December.
    8. Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-30, November.
    9. Qi-Hua Wang & Bing-Yi Jing, 2003. "Empirical likelihood for partial linear models," Annals of the Institute of Statistical Mathematics, Springer, vol. 55(3), pages 585-595, September.
    10. Newey, Whitney K & Stoker, Thomas M, 1993. "Efficiency of Weighted Average Derivative Estimators and Index Models," Econometrica, Econometric Society, vol. 61(5), pages 1199-223, September.
    11. Hua Liang & Suojin Wang & Raymond J. Carroll, 2007. "Partially linear models with missing response variables and error-prone covariates," Biometrika, Biometrika Trust, vol. 94(1), pages 185-198.
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