Nonparametric estimation when data on derivatives are available
dc.contributor.author | Hall, Peter | |
dc.contributor.author | Yatchew, Adonis | |
dc.date.accessioned | 2016-03-04T05:30:08Z | |
dc.date.available | 2016-03-04T05:30:08Z | |
dc.date.issued | 2007-08-03 | |
dc.date.updated | 2016-06-14T08:38:47Z | |
dc.description.abstract | We consider settings where data are available on a nonparametric function and various partial derivatives. Such circumstances arise in practice, for example in the joint estimation of cost and input functions in economics. We show that when derivative data are available, local averages can be replaced in certain dimensions by nonlocal averages, thus reducing the nonparametric dimension of the problem. We derive optimal rates of convergence and conditions under which dimension reduction is achieved. Kernel estimators and their properties are analyzed, although other estimators, such as local polynomial, spline and nonparametric least squares, may also be used. Simulations and an application to the estimation of electricity distribution costs are included. | |
dc.description.sponsorship | Supported in part by a grant from the Social Sciences and Humanities Research Council of Canada. | en_AU |
dc.identifier.issn | 0090-5364 | en_AU |
dc.identifier.uri | http://hdl.handle.net/1885/100167 | |
dc.publisher | Institute of Mathematical Statistics | |
dc.rights | © Institute of Mathematical Statistics, 2007. http://www.sherpa.ac.uk/romeo/issn/0090-5364..."author can archive publisher's version/PDF. On author's personal website or open access repository" from SHERPA/RoMEO site (as at 4/03/16). | |
dc.source | Annals of Statistics | |
dc.subject | Dimension reduction | |
dc.subject | kernel methods | |
dc.subject | nonparametric regression | |
dc.subject | partial derivative data | |
dc.subject | rates of convergence | |
dc.subject | statistical smoothing | |
dc.subject | cost function estimation | |
dc.title | Nonparametric estimation when data on derivatives are available | |
dc.type | Journal article | |
dcterms.accessRights | Open Access | en_AU |
local.bibliographicCitation.issue | 1 | en_AU |
local.bibliographicCitation.lastpage | 323 | en_AU |
local.bibliographicCitation.startpage | 300 | en_AU |
local.contributor.affiliation | Hall, Peter, College of Physical and Mathematical Sciences, CPMS Mathematical Sciences Institute, Centre for Mathematics and Its Applications, The Australian National University | en_AU |
local.contributor.affiliation | Yatchew, Adonis, University of Toronto, Canada | en_AU |
local.contributor.authoremail | Peter.Hall@maths.anu.edu.au | en_AU |
local.contributor.authoruid | u7801145 | en_AU |
local.description.notes | Imported from ARIES | en_AU |
local.identifier.absfor | 010499 | en_AU |
local.identifier.ariespublication | u3169606xPUB41 | en_AU |
local.identifier.citationvolume | 35 | en_AU |
local.identifier.doi | 10.1214/009053606000001127 | en_AU |
local.identifier.scopusID | 2-s2.0-49449105146 | |
local.identifier.uidSubmittedBy | u3488905 | en_AU |
local.publisher.url | http://imstat.org/en/index.html | en_AU |
local.type.status | Published Version | en_AU |
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