{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,4]],"date-time":"2026-10-04T08:46:52Z","timestamp":1791103612252,"version":"4.1.0"},"reference-count":16,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":5369,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1994,6]]},"abstract":"<jats:p>Econometric applications of kernel estimators are proliferating, suggesting the need for convenient variance estimates and conditions for asymptotic normality. This paper develops a general \u201cdelta-method\u201d 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.<\/jats:p>","DOI":"10.1017\/s0266466600008409","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T11:43:23Z","timestamp":1236685403000},"page":"1-21","source":"Crossref","is-referenced-by-count":215,"title":["Kernel Estimation of Partial Means and a General Variance Estimator"],"prefix":"10.1017","volume":"10","author":[{"given":"Whitney K.","family":"Newey","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600008409_ref009","volume-title":"Nonparametric estimation of structural discrete choice models","author":"Matzkin","year":"1992"},{"key":"S0266466600008409_ref010","author":"Newey","year":"1992","journal-title":"Density weighted least squares estimation"},{"key":"S0266466600008409_ref007","volume-title":"Structural Analysis of Discrete Data with Econometric Applications","author":"Lerman","year":"1981"},{"key":"S0266466600008409_ref011","doi-asserted-by":"publisher","DOI":"10.2307\/1913713"},{"key":"S0266466600008409_ref008","article-title":"Regression analysis under link violation","author":"Li","journal-title":"Annals of Statistics"},{"key":"S0266466600008409_ref014","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1989.10478805"},{"key":"S0266466600008409_ref012","doi-asserted-by":"publisher","DOI":"10.2307\/1912705"},{"key":"S0266466600008409_ref002","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1985.10478157"},{"key":"S0266466600008409_ref005","author":"Hausman","year":"1992","journal-title":"Nonparametric estimation of exact consumer surplus and deadweight loss"},{"key":"S0266466600008409_ref004","first-page":"986","article-title":"Investigation of smooth multiple regression by the method of average derivatives","volume":"84","author":"H\u00e4rdle","year":"1989","journal-title":"Journal of the American Statistical Association"},{"key":"S0266466600008409_ref013","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90017-5"},{"key":"S0266466600008409_ref015","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(85)90149-6"},{"key":"S0266466600008409_ref016","first-page":"589","article-title":"Consumer's surplus without apology","volume":"66","author":"Willig","year":"1976","journal-title":"American Economic Review"},{"key":"S0266466600008409_ref003","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-4384-7"},{"key":"S0266466600008409_ref006","volume-title":"Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability","author":"Huber","year":"1967"},{"key":"S0266466600008409_ref001","volume-title":"Advances in Econometrics: Fifth World Congress","author":"Bierens","year":"1987"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600008409","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,14]],"date-time":"2019-05-14T23:53:16Z","timestamp":1557877996000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600008409\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1994,6]]},"references-count":16,"journal-issue":{"issue":"2","published-print":{"date-parts":[[1994,6]]}},"alternative-id":["S0266466600008409"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600008409","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1994,6]]}}}