On Asymptotic Efficiency of Average Derivative Estimates
It is shown, using results of Koshevnik and Levit (1976), that the average derivative estimator of Haerdle and Stoker (1989) is the asymptotically efficient nonparametric estimator of the average derivative of regression function.
KeywordsRegression Function Tobit Model Kernel Estimator Semiparametric Model Asymptotic Efficiency
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