Bandwidth selection for local linear regression

DOI10.1007/S001800050029MaRDI QIDQ1979106zbMATH OpenOpenAlexFDO

Authors Thomas C. M. Lee, V. Solo

Publication date 24 May 2000

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001800050029

zbMATH Keywords

local linear regressionbandwidth selectionmean squared error minimization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02)

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Cites work

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• A Flexible and Fast Method for Automatic Smoothing
• An Effective Bandwidth Selector for Local Least Squares Regression
• An automatic bandwidth selector for kernel density estimation
• Exact risk approaches to smoothing parameter selection
• Interpolation Methods for Adapting to Sparse Design in Nonparametric Regression
• Regression Smoothing Parameters That Are Not Far From Their Optimum
• Smoothed cross-validation
• Some stabilized bandwidth selectors for nonparametric regression

Cited in

(11)

• Variable bandwidth and local linear regression smoothers
• Local linear extrapolation
• Estimation in hazard regression models under ordered departures from proportionality
• Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
• A plug-in bandwidth selector for nonparametric quantile regression
• Smoothing parameter selection for nonparametric regression using smoothing spline
• Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting
• Bandwidth Selection for Local Linear Regression Smoothers
• Neural networks for bandwidth selection in local linear regression of time series
• scientific article; zbMATH DE number 638110 (Why is no real title available?)
• Local Linear Regression and the problem of dimensionality: a remedial strategy via a new locally adaptive bandwidths selector

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