Kernel Estimation of Partial Means and a General Variance Estimator
针对核估计量的函数，提出一种通用的delta方法方差估计量，并给出渐近正态性的正则条件，应用于部分均值的估计，可用于消费者剩余估计等计量问题。
Econometric applications of kernel estimators are proliferating, suggesting the need for convenient variance estimates and conditions for asymptotic normality. This paper develops a general “delta-method” variance estimator for functionals of kernel estimators. Also, regularity conditions for asymptotic normality are given, along with a guide to verify them for particular estimators. The general results are applied to partial means, which are averages of kernel estimators over some of their arguments with other arguments held fixed. Partial means have econometric applications, such as consumer surplus estimation, and are useful for estimation of additive nonparametric models.