Derivative estimation with local polynomial fitting

MaRDI QIDQ5405248zbMATH OpenFDO

Authors J. De Brabanter, B. De Moor, Irène Gijbels, K. De Brabanter

Publication date 1 April 2014

zbMATH Keywords

model selectionnonparametric derivative estimationempirical derivativefactor rule

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cited in

(18)

• Estimating functions and derivatives via adaptive penalized splines
• Self-consistent estimation of mean response functions and their derivatives
• Predicting solar wind streams from the inner-heliosphere to Earth via shifted operator inference
• Spatiotemporal local interpolation of global ocean heat transport using argo floats: a debiased latent Gaussian process approach
• Bayesian operator inference for data-driven reduced-order modeling
• Smoothed nonparametric derivative estimation using weighted difference quotients
• Robust estimation of derivatives using locally weighted least absolute deviation regression
• Smoothed nonparametric derivative estimation based on weighted difference sequences
• On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
• Derivative estimation based on difference sequence via locally weighted least squares regression
• Selection of time instants and intervals with support vector regression for multivariate functional data
• Estimation of regression functions with a discontinuity in a derivative with local polynomial fits
• Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations
• Data-driven local polynomial for the trend and its derivatives in economic time series
• Estimation of ordinary differential equation parameters using constrained local polynomial regression
• Optimal estimation of derivatives in nonparametric regression
• Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function
• Robust and efficient derivative estimation under correlated errors

Describes a project that uses

Uses Software

• pspline
• locpol

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