Computation and application of robust data-driven bandwidth selection for gradient function estimation

DOI10.1016/J.AMC.2019.05.044MaRDI QIDQ2279600zbMATH OpenOpenAlexWikidataFDO

Authors Qichang Xie, Qiankun Sun

Publication date 13 December 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2019.05.044

zbMATH Keywords

bandwidth selectionlocal polynomial fittingcomposite quantile regressiongradient estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

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Cites work

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• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
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• Optimal smoothing in nonparametric conditional quantile derivative function estimation
• Regression Quantiles
• Robust Statistics
• Taylor series approach for function approximation using `estimated' higher derivatives
• Two step composite quantile regression for single-index models
• Weighted local linear composite quantile estimation for the case of general error distributions

Cited in

(3)

• Gradient-based smoothing parameter selection for nonparametric regression estimation
• Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function
• A critical review of univariate non-parametric estimation of first derivatives

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