1993•RePEc: Research Papers in EconomicsRequires access
Efficient Estimation of Average Derivative
И. А. Ибрагимов
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Abstract
We propose here a variant of kernel estimators for weighted average derivative. We investigate also under which a priori conditions imposed on the smoothness of density function the effective estimation is possible. This result is connected with general results about efficient estimation of nonlinear functionals in nonparametric statistical problems