Multivariate local polynomial regression for estimating average derivatives Academic Article

abstract

• In this paper we suggest to use the sample average of the derivative estimators from a local polynomial fitting to estimate the average derivatives of an unknown multivariate function. Using the techniques of Masry (1996a,b), we derive the asymptotic normal distribution of the proposed average derivative estimator. Monte Carlo experiments show that the proposed estimator compares well with the existing estimators.

authors

• Li, Qi

published proceedings

• JOURNAL OF NONPARAMETRIC STATISTICS

altmetric score

• 3

author list (cited authors)

• Li, Q., Lu, X. W., & Ullah, A.

citation count

• 23

complete list of authors

• Li, Q||Lu, XW||Ullah, A

publication date

• January 2003

publisher

• Taylor & Francis  Publisher

published in

• Journal of Nonparametric Statistics  Journal

keywords

• Asymptotic Normality
• Average Derivatives
• Kernel Method
• Local Polynomial Fitting

Digital Object Identifier (DOI)

• 10.1080/10485250310001605450

start page

• 607

end page

• 624

volume

• 15

issue

• 4-5

URL

• http://dx.doi.org/10.1080/10485250310001605450