Adaptively weighted kernel regression

DOI10.1080/10485252.2013.813511MaRDI QIDQ2863054zbMATH OpenOpenAlexFDO

Authors Qi Zheng, Colin M. Gallagher, K. B. Kulasekera

Publication date 21 November 2013

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2013.813511

zbMATH Keywords

composite quantileefficiencynonparametric regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Recommendations

• Weighted nonparametric regression
• Kernel adjusted nonparametric regression
• Adaptive Bandwidth Choice for Kernel Regression
• Adaptive \(M\)-estimation in nonparametric regression
• Local Linear Quantile Regression

Cites work

• A note on L-estimates for linear models
• Adaptive \(L\)-estimation for linear models
• Composite quantile regression and the oracle model selection theory
• Extremal quantile regression
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Limiting distributions for \(L_1\) regression estimators under general conditions
• On some analogues to linear combinations of order statistics in the linear model
• Regression Quantiles
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• Variable bandwidth and local linear regression smoothers
• Weighted local linear composite quantile estimation for the case of general error distributions

Cited in

(7)

• Adaptive kernel methods using the balancing principle
• Improvement of multiple kernel learning using adaptively weighted regularization
• Robust adaptive Lasso for variable selection
• A robust regression methodology via M-estimation
• Local Linear Regression and the problem of dimensionality: a remedial strategy via a new locally adaptive bandwidths selector
• Robust nonparametric regression: a review
• Approximation of smooth multivariate regression functions by universal kernel estimators

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