Automatic and asymptotically optimal data sharpening for nonparametric regression

DOI10.1016/J.JSPI.2009.05.006MaRDI QIDQ730822zbMATH OpenOpenAlexFDO

Authors Fang Yao, Thomas C. M. Lee

Publication date 1 October 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.05.006

zbMATH Keywords

kernel smoothingsmoothing parameter selectionasymptotic optimalityunbiased risk estimationdata sharpeningsharpening parameter selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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• Spectral Density Estimation Using Sharpened Periodograms
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• Theory & Methods: Data Sharpening for Hazard Rate Estimation

Cited in

(5)

• Data sharpening in local regression guided by global constraint
• Data sharpening methods in multivariate local quadratic regression
• Data sharpening methods for bias reduction in nonparametric regression.
• High-order data sharpening with dependent errors for regression bias reduction
• Bandwidth selection for a data sharpening estimator in nonparametric regression

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