On direction methods for average derivative estimation

Barwin Turlach
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Barwin Turlach: CORE, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium

No 1992032, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: Nonparametric smoothing methods are increasingly used since computing power is easier available. Analyzing samples by these methods usually is done by varying the smoothing parameter. This may lead to an enormous amount of calculations which make an interactive analysis impossible. In this paper we demonstrate how the computational burden can be reduced by discretization methods. We first focus on density estimation and density derivatives estimation since most nonparametric smoothing methods involve the estimation of such quantities. The ideas derived in this context are then employed [or Average Derivative Estimation.

Date: 1992-06-01
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1992032

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