Variable bandwidth and local linear regression smoothers

DOI10.1214/aos/1176348900zbMath0765.62040OpenAlexW2001213989MaRDI QIDQ1208657

Irène Gijbels, Jianqing Fan

Publication date: 16 May 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348900

zbMATH Keywords

mean squared errorsimulationsboundary effectslocal linear smoothersnonparametric regressionmean integrated squared errorplug-in estimatorMISEmean regression functionconditional MSEvariable bandwidthoptimalities

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear inference, regression (62J99)

Related Items

Variable bandwidth in nonparametric regression^∗, LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS, DOUBLE SMOOTHING ESTIMATION OF THE MULTIVARIATE REGRESSION FUNCTION IN NONPARAMETRIC REGRESSION, Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG, Local linear variable bandwidth hazard rate estimation, On Variance-Stabilizing Multivariate Non Parametric Regression Estimation, Local Linear Forests, Multivariate regression estimation: Local polynomial fitting for time series, LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE, Adaptive nonparametric regression on finite support, Estimation of the trend function for spatio-temporal models, Skewing methods for variance-stabilizing local linear regression estimation, Near-Linear Time Local Polynomial Nonparametric Estimation with Box Kernels, Projection pursuit emulation for many-input computer experiments, Additive partially linear model for pooled biomonitoring data, Varying coefficient frailty models with applications in single molecular experiments, Curve fitting and jump detection on nonparametric regression with missing data, AI-driven liquidity provision in OTC financial markets, Simulated Greeks for American options, Isotonic regression discontinuity designs, Bandwidth selection for statistical matching and prediction, Nadaraya-Watson estimators for reflected stochastic processes, Renewable composite quantile method and algorithm for nonparametric models with streaming data, MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES, Nonparametric regression estimation at design poles and zeros, Local Linear Estimation of Recurrent Jump—Diffusion Models, On Semiparametric Mode Regression Estimation, On higher order kernels, A study of local linear ridge regression estimators, Guided Censored Regression, Locally modelled regression and functional data, Local linear regression for estimating time series data., Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels, A non-parametric regression approach to repeated measures analysis in cancer experiments, Local Linear Regression in Proportional Hazards Model with Censored Data, Triple smoothing estimation of the regression function and its derivatives in nonparametric regression, On Adaptive Transformation–Retransformation Estimate of Conditional Spatial Median, An estimator of a conditional quantile in the presence of auxiliary information, Minimum average deviance estimation for sufficient dimension reduction, A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels, A NEW VERSION OF THE LOCAL CONSTANT M-SMOOTHER, Adaptive variable location kernel density estimators with good performance at boundaries, A new information criterion-based bandwidth selection method for non-parametric regressions, Bahadur representation and its applications for local polynomial estimates in nonparametric M -regression, Multivariate local polynomial regression for estimating average derivatives, Multiplicative Adjustment Method for Semiparametric Regression with Mixing Dependent Data, Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models, Modification for boundary effects and jump points in nonparametric regression, A regression point of view toward density estimation, Local logisitic regression an application to army penetration data, Comparison of two response curve estimators, Local linear regression estimation for time series with long-range dependence, A method of estimating the average derivative, Domain selection for the varying coefficient model via local polynomial regression, Prediction for spatio-temporal models with autoregression in errors, Local multiplicative bias correction for asymmetric kernel density estimators, Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals, Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model, Identifying the average treatment effect in ordered treatment models without unconfoundedness, Locally parametric nonparametric density estimation, Change point estimation using nonparametric regression, On identity reproducing nonparametric regression estimators, Local linear spatial regression, Nonparametric regression estimation with missing data, Nonparametric \(M\)-type regression estimation under missing response data, Generalized nonparametric smoothing with mixed discrete and continuous data, Nonlinear black-box models in system identification: Mathematical foundations, On automatic boundary corrections, Local parametric analysis of hedging in discrete time, A simple smooth backfitting method for additive models, Smoothing bias in the measurement of marginal effects, Local regression smoothers with set-valued outcome data, Gradient-based bandwidth selection for estimating average derivatives, Switching nonparametric regression models, Multivariate regression estimation: Local polynomial fitting for time series, A nonparametric random effects estimator, A kernel-based parametric method for conditional density estimation, A comparison of local constant and local linear regression quantile estimators, Nonparametric estimation of the marginal effect in fixed-effect panel data models, Optimal categorization, An interpolation method for adapting to sparse design in multivariate nonparametric regression, Nonparametric quasi-likelihood for right censored data, Local polynomial fitting under association, Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models, Confidence intervals of variance functions in generalized linear model, Methodology for nonparametric bias reduction in kernel regression estimation, Nonparametric prediction by conditional median and quantiles, Local bandwidth selection via second derivative segmentation, Identification and estimation of nonseparable single-index models in panel data with correlated random effects, Varying coefficient model for modeling diffusion tensors along white matter tracts, A penalized h-likelihood variable selection algorithm for generalized linear regression models with random effects, Variable bandwidth local maximum likelihood type estimation for diffusion processes, Change point estimation by local linear smoothing under a weak dependence condition, Local linear regression for functional data, Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation, Fixed point method to analyze differences between Hipparcos and ICRF2, Asymptotic normality of a combined regression estimator, Adaptive local linear quantile regression, Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions, Variable bandwidth and one-step local \(M\)-estimator, Diagnostic analysis and computational strategies for estimating discrete time duration models -- a Monte Carlo study, Regression discontinuity designs with unknown discontinuity points: testing and estimation, Testing treatment effect heterogeneity in regression discontinuity designs, Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library, An evaluation of non-parametric relative risk estimators for disease maps, Matching and semi-parametric IV estimation, a distance-based measure of migration, and the wages of young men, Composite support vector quantile regression estimation, A bioequivalence test by the direct comparison of concentration-versus-time curves using local polynomial smoothers, Simple and efficient improvements of multivariate local linear regression, Local and Variable Bandwidths and Local Linear Regression, Locally weighted regression models for surrogate-assisted design optimization, Regression estimation by local polynomial fitting for multivariate data streams, Local partial likelihood estimation in proportional hazards regression, Lazy lasso for local regression, Generalised kernel smoothing for non-negative stationary ergodic processes, The nonparametric estimation of long memory spatio-temporal random field models, Comparison of presmoothing methods in kernel density estimation under censoring, Estimating semiparametric panel data models by marginal integration, Convergence rates for uniform confidence intervals based on local polynomial regression estimators, Direct estimation of low-dimensional components in additive models., Regression-type inference in nonparametric autoregression, Robust estimation of multivariate regression model, Error process indexed by bandwidth matrices in multivariate local linear smoothing, Asymptotic properties of Dirichlet kernel density estimators, Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors, Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence, Efficient estimation for the volatility of stochastic interest rate models, Kriging by local polynomials., Data sharpening methods in multivariate local quadratic regression, A nonparametric Bayesian methodology for regression discontinuity designs, Statistical inference on uncertain nonparametric regression model, Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring, Nonparametric density estimation for multivariate bounded data, Nonparametric model check based on local polynomial fitting, INFLATION AND GROWTH IN THE LONG RUN: A NEW KEYNESIAN THEORY AND FURTHER SEMIPARAMETRIC EVIDENCE, Recursive local polynomial regression under dependence conditions, Rate optimal estimation with the integration method in the presence of many covariates, Variable bandwidth selection in varying-coefficient models, Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps, On kernel density estimation near endpoints, The local linear \(M\)-estimation with missing response data, Local nonlinear least squares: using parametric information in nonparametric regression, Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines, Change point estimation for a weakly dependent sequence, Large sample results for varying kernel regression estimates, Adaptively weighted kernel regression, Asymptotics for nonparametric and semiparametric fixed effects panel models, Adaptive estimation for varying coefficient models, Local Linear Regression for Non Grid Spatiotemporal Models with Autoregressive Errors, Nonparametric Estimation of Volatility Function with Variable Bandwidth Parameter, Change point estimation by local linear smoothing