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

bandwidth selectionlocal linear regressionmean squared error minimization

Mathematics Subject Classification ID

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

Recommendations

• Bandwidth Selection for Local Linear Regression Smoothers
• Local Bandwidth Selection for Kernel Estimates
• Efficient Bandwidth Selection in Non‐parametric Regression
• Adaptive Bandwidth Choice for Kernel Regression
• scientific article; zbMATH DE number 854954

Cites work

• A Flexible and Fast Method for Automatic Smoothing
• An automatic bandwidth selector for kernel density estimation
• An Effective Bandwidth Selector for Local Least Squares Regression
• Exact risk approaches to smoothing parameter selection
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 3874417 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 739534 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• scientific article; zbMATH DE number 854955 (Why is no real title available?)
• 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

(12)

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

This page was built for publication: Bandwidth selection for local linear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1979106)