Identification and estimation of local average derivatives in non-separable models without monotonicity

By Stefan Hoderlein, Enno Mammen. 2009

56 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/bed6d2724f7053b170dce75ef2795fbb061cc755

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In Statistics and Probability

Citations in the corpus

Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness (2011, methodology): “Using similar arguments as in the proof of Theorem A.1 by Hoderlein and Mammen (2009) we obtain the expansion R(1)n (α, b) = √ nhL+2(k̂p1(α, b | w)− kp1(α, b | w) = − 1√ nhL+2 1 fY (b)|P,X(k(α, b|w)|w) fW (w) ∫ u2κ(u)du × n∑ i=1 K( Wi − w n ) {I{Y ∗i (b) 0} − α} (P1i − p1) + op(1) uniformly with…”
UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION (2011, background): “As explained and illustrated in Kong et al. (2010), pointwise Bahadur representations are not sufficient for many applications, including plug-in estimation of conditional quantile functionals or marginal integration estimators. Hence Kong et al. (2010) derive a strong uniform Bahadur representation”
ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY (2009, background): “An alternative route to heterogeneity is to dispense with identifiability of mixing distributions and to check for identification of local average marginal effects; see, e.g., Hoderlein (2007) and Hoderlein and Mammen (2007, 2008).”
Conditional quantile processes based on series or many regressors (2011, background): “Other important work includes Stute [78], Chaudhuri [18], Chaudhuri, Doksum and Samarov [20], Härdle, Ritov, and Song [43], Horderlein and Mammen [46], Cattaneo, Crump, and Jansson [14], Kong, Linton, and Xia [57], Qu and Yoon [73], and Guerre and Sabbah [40], among others, but these papers focused ”