An Effective Bandwidth Selector for Local Least Squares Regression
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boundary effectskernel estimatorlocal least squares kernel regressionlocal linear least squares kernel estimatorslocal polynomial fittingmultiple nonparametric regressionnonparametric regressionnonparametric variance estimatorsodd-degree local polynomial fitspilot estimationplug-in bandwidth selectionscatterplot smoother
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(only showing first 100 items - show all)- Nonparametric regression estimation with general parametric error covariance
- Smooth functions and local extreme values
- Bandwidth selection for a data sharpening estimator in nonparametric regression
- Neural networks for bandwidth selection in local linear regression of time series
- Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis
- Semiparametric quantile modelling of hierarchical data
- Statistical estimation in varying coefficient models with surrogate data and validation sampling
- Local linear regression for data with AR errors
- Nonparametric regression using Bayesian variable selection
- Single-index quantile regression
- Rates of convergence for the pre-asymptotic substitution bandwidth selector
- Multivariate regression estimation: Local polynomial fitting for time series
- Methodology for nonparametric regression from independent sources
- A comparison of local constant and local linear regression quantile estimators
- Wavelet regression estimation in nonparametric mixed effect models
- An interpolation method for adapting to sparse design in multivariate nonparametric regression
- Local polynomial fitting under association
- Nonparametric prediction by conditional median and quantiles
- Nonparametric regression with correlated errors.
- Fully robust one-sided cross-validation for regression functions
- Statistical estimation in varying coefficient models
- Recursive local polynomial regression under dependence conditions
- Variable bandwidth selection in varying-coefficient models
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Some theory for penalized spline generalized additive models
- A nonparametric measure of local association for two-way contingency tables
- Novel and simple non-parametric methods of estimating the joint and marginal densities
- Optimal bandwidth selection for kernel density functionals estimation
- Nearest neighbor estimates of regression
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
- Quantile regression for robust inference on varying coefficient partially nonlinear models
- Ridge estimation in semiparametric linear measurement error models
- Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates
- Two step composite quantile regression for single-index models
- Recent approaches to estimating Engel curves
- Making inferences about past environmental change using smoothing in multiple time scales.
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
- Local polynomial regression smoothers with AR-error structure.
- Variable selection and parameter estimation for partially linear models via Dantzig selector
- Finding a consensus on credible features among several paleoclimate reconstructions
- SIMEX and standard error estimation in semiparametric measurement error models
- Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors
- Bandwidth selection: Classical or plug-in?
- Bandwidth selection for local linear regression
- Optimal estimation of variance in nonparametric regression with random design
- Semiparametric model for covariance regression analysis
- Penalized kernel quantile regression for varying coefficient models
- Sample selection models with monotone control functions
- Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data
- The correction term in a small-ball probability factorization for random curves
- Measuring timeliness of annual reports filing by jump additive models
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
- An efficient estimation for the parameter in additive partially linear models with missing covariates
- Nonparametric estimation of time varying correlation coefficient
- Optimal difference-based variance estimators in time series: a general framework
- Estimation of partially conditional average treatment effect by double kernel-covariate balancing
- Inter-class sparsity based discriminative least square regression
- Sparsely observed functional time series: estimation and prediction
- Estimation of a finite population mean under random nonresponse using kernel weights
- Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data
- Data sharpening via Firth's adjusted score function
- Correcting an estimator of a multivariate monotone function with isotonic regression
- A single-index model procedure for interpolation intervals in time series
- Targeted smoothing parameter selection for estimating average causal effects
- Direct determination of smoothing parameter for penalized spline regression
- Nonparametric tests for conditional independence in two-way contingency tables
- A plug-in bandwidth selector for nonparametric quantile regression
- Single-index modal regression via outer product gradients
- Tests for validity of the semiparametric heteroskedastic transformation model
- Estimation of a partially linear additive model with generated covariates
- SIMEX estimation for single-index model with covariate measurement error
- Two stage smoothing in additive models with missing covariates
- A robust and efficient estimation method for partially nonlinear models via a new MM algorithm
- Time-varying nonlinear regression models: nonparametric estimation and model selection
- Varying-coefficient mean-covariance regression analysis for longitudinal data
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment
- Quantile regression and variable selection of partial linear single-index model
- Multi-dimensional functional principal component analysis
- On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
- Confidence intervals of variance functions in generalized linear model
- Unexpected properties of bandwidth choice when smoothing discrete data for constructing a functional data classifier
- Generalized partially linear varying-coefficient models
- Variable selection in semiparametric regression modeling
- Robustness of one-sided cross-validation to autocorrelation
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study
- Semi-parametric estimation of partially linear single-index models
- Nonparametric regression under alternative data environments
- Robust estimators of high order derivatives of regression functions
- Kernel methods for estimating derivatives of conditional quantiles
- Analysis of correlated binary data under partially linear single-index logistic models
- Bandwidth selection for smooth backfitting in additive models
- Spectral density estimation with amplitude modulation and outlier detection
- Single-index composite quantile regression with heteroscedasticity and general error distributions
- Semiparametric marginal and association regression methods for clustered binary data
- Model robust regression: combining parametric, nonparametric, and semiparametric methods
- Quantile regression for single-index-coefficient regression models
- A two-step estimation approach for logistic varying coefficient modeling of longitudinal data
- Blind nonparametric regression
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