Choosing a kernel regression estimator. With comments and a rejoinder by the authors

From MaRDI portal
Revision as of 02:20, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1596033

DOI10.1214/SS/1177011586zbMath0955.62561OpenAlexW2037269069MaRDI QIDQ1596033

Chih-Kang Chu, James Stephen Marron

Publication date: 7 February 2001

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ss/1177011586




Related Items (47)

A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equationsHypercube estimators: penalized least squares, submodel selection, and numerical stabilityTheoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional dataOn Fixed Design Regression for General Linear ProcessesEstimation and inference in nonparametric Cox-models: time transformation methodsDOUBLE SMOOTHING ESTIMATION OF THE MULTIVARIATE REGRESSION FUNCTION IN NONPARAMETRIC REGRESSIONWeighted nonparametric regressionSmoothers for Discontinuous SignalsFunctional data: local linear estimation of the conditional density and its applicationLocal Linear Estimation of Second-order Jump-diffusion ModelOn identity reproducing nonparametric regression estimatorsNonparametric curve estimation with Bernstein estimatesOn automatic boundary correctionsSmoothing bias in the measurement of marginal effectsDensity adjusted kernel smoothers for random design nonparametric regressionMultivariate regression estimation: Local polynomial fitting for time seriesStrong consistency of the internal estimator of nonparametric regression with dependent dataTowards Insensitivity of Nadaraya--Watson Estimators to Design CorrelationAn interpolation method for adapting to sparse design in multivariate nonparametric regressionLocal polynomial modelling of the conditional quantile for functional dataA Remedy for Kernel Estimation Under Random DesignAsymmetric least squares regression estimation: A nonparametric approachA general projection framework for constrained smoothing.Model robust regression: combining parametric, nonparametric, and semiparametric methodsMonotonicity preservation properties of kernel regression estimatorsKernel regression estimators for nonparametric model calibration in survey samplingLocal linear regression for estimating time series data.Smoothing for small samples with model misspecification: Nonparametric and semiparametric concernsStochastic expansions using continuous dictionaries: Lévy adaptive regression kernelsTriple smoothing estimation of the regression function and its derivatives in nonparametric regressionExact Quadratic Error of the Local Linear Regression Operator Estimator for Functional CovariatesKernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statisticsLocal linear estimation of the conditional density for functional data.Localpiecewise linear regressionNonparametric prediction for the time-dependent volatility of the security priceEstimation of the Variance Function in Heteroscedastic Linear Regression ModelsComputational aspects in local image denoising and reconstruction with correlated errorsA jump-preserving curve fitting procedure based on local piecewise-linear kernel estimationNonparametric regression estimators for length biased dataConsistent bandwidth selection for kernel binary regressionConditional quantile estimation by local logistic regressionDouble smoothing for kernelestimators in nonparametric regressionA new version of the gasser-mueller estimatorLocal logisitic regression an application to army penetration dataAn overview of model-robust regressionAn efficient integrated nonparametric entropy estimator of serial dependenceAsymptotic distribution of bandwidth selectors in kernel regression estimation







This page was built for publication: Choosing a kernel regression estimator. With comments and a rejoinder by the authors