On Asymptotic Efficiency of Average Derivative Estimates

  • Alexander Samarov
Part of the NATO ASI Series book series (ASIC, volume 335)


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.


Regression Function Tobit Model Kernel Estimator Semiparametric Model Asymptotic Efficiency 
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Copyright information

© Springer Science+Business Media Dordrecht 1991

Authors and Affiliations

  • Alexander Samarov
    • 1
  1. 1.University of Lowell and MIT CCREMS, E40-121, MITCambridgeUSA

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