论文信息 - A method of estimating the average derivative

A method of estimating the average derivative

This work describes a method of estimating the Average Derivative [ delta ]= E(m') (where 'm' is the regression function). The method unlike Hardie-Stoker (JASA, 1989) method, uses local linear regression, and is a "direct" estimate of [ delta ]. Some large sample properties have been obtained, and the two methods have been compared using simulation studies.

Anurag N. Banerjee | A. Banerjee

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