ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Forthcoming Articles       Volume 4 Issue 4       Subscribe       Article       References       Related articles      
<< firstfirst   < prevprev   Table of contentstoc   next >next   last >>last
Publisher Logo Publication Cover
Search within this journal

Average derivative estimation with errors-in-variables 

Author: Yanqin Fan - a
Affiliation:   a Department of Economics, University of Windsor, Windsor, Ontario, Canada
DOI: 10.1080/10485259508832628
Publication Frequency: 8 issues per year
Published in: journal Journal of Nonparametric Statistics, Volume 4, Issue 4 1995 , pages 395 - 407
Formats available: PDF (English)
Article Requests: Order Reprints : Request Permissions
View Article: View Article (PDF) View Article (PDF)


Abstract

In this paper, we extend the density-weighted average derivative estimation of Powell et al. to allow for measurement error without relying on the existence of instrumental variables as in Lewbel . This is made possible by using the deconvolution technique of Stefanski and Carroll and Fan The proposed estimator is shown to be asymptotically normally distributed and converges at the parametric rate n-(1/2), where n is the sample size.
Keywords: Deconvolution; ordinary smooth errors; rate of convergence; asymptotic normality
view references (19)
Bookmark with:
  • CiteULike
  • Del.icio.us
  • BibSonomy
  • Connotea
  • More bookmarks
Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文(简体和繁體)
© 2009 Informa plc