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On Asymptotic Efficiency of Average Derivative Estimates

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

Abstract

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.

Keywords

Regression Function Tobit Model Kernel Estimator Semiparametric Model Asymptotic Efficiency 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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