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Optimal bandwidth choice for density-weighted averages

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Author Info
Powell, James L.
Stoker, Thomas M.
Abstract

Includes bibliographical references (p. 34-35).

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File URL: http://hdl.handle.net/1721.1/2410
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Paper provided by Massachusetts Institute of Technology (MIT), Sloan School of Management in its series Working papers with number 3424-92..

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Date of creation: 1992
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Handle: RePEc:mit:sloanp:2410

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Postal: MASSACHUSETTS INSTITUTE OF TECHNOLOGY (MIT), SLOAN SCHOOL OF MANAGEMENT, 50 MEMORIAL DRIVE CAMBRIDGE MASSACHUSETTS 02142 USA

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Keywords: HD28 .M414 no.3424-; 92;

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Hall, Peter & Marron, J. S., 1987. "Estimation of integrated squared density derivatives," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 109-115, November. [Downloadable!] (restricted)
  2. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-54, July. [Downloadable!] (restricted)
  3. Hardle, Wolfgang & Tsybakov, A. B., 1993. "How sensitive are average derivatives?," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 31-48, July. [Downloadable!] (restricted)
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  4. 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. [Downloadable!] (restricted)
  5. Jones, M. C. & Sheather, S. J., 1991. "Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives," Statistics & Probability Letters, Elsevier, vol. 11(6), pages 511-514, June. [Downloadable!] (restricted)
  6. Newey, W.K., 1991. "The Asymptotic Variance of Semiparametric Estimators," Working papers 583, Massachusetts Institute of Technology (MIT), Department of Economics.
  7. Stoker, Thomas M., 1993. "Smoothing bias in the measurement of marginal effects," Working papers 3522-93., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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