Consistent estimation of density-weighted average derivative by orthogonal series method

B. L. S. Prakasa Rao

Statistics & Probability Letters, 1995, vol. 22, issue 3, 205-212

Abstract: The problem of estimation of density-weighted average derivative is of interest in econometric problems, especially in the context of estimation of coefficients in index models. Here we propose a consistent estimator based on the orthogonal series method. Earlier work on this problem dealt with kernel method of estimation.

Keywords: Nonparametric; estimation; of; density-weighted; average; derivative; Orthogonal; series; method; Consistency (search for similar items in EconPapers)
Date: 1995
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(94)00068-J
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:22:y:1995:i:3:p:205-212

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().