Investigating Smooth Multiple Regression by the Method of Average Derivatives

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Threshold Regression with Endogeneity (2017, neutral): “2 of (Härdle and Stoker, 1989) for counterparts in the average derivative estimation) to”
Composite Quantile Regression for the Single-Index Model (2013, methodology): “1), among these the ADE method as one of the oldest ones [7].”
Score estimation in the monotone single‐index model (2017, methodology): “2 is discontinuous and cannot be solved exactly, we use a derivative-free optimization algorithm proposed by Hooke and Jeeves (1961) instead of Broyden's algorithm to obtain the score estimates as zero-crossings of Equation (17).”
Single-Index-Based CoVaR With Very High-Dimensional Covariates (2018, methodology): “1), among which the average derivative estimator (ADE) method is one of the oldest ones, see Härdle and Stoker (1989). The semiparametric SIM (2.1) also permits a one-step projection pursuit interpretation, therefore estimation tools from this stream of literature might also be employed, see Huber (”