Efficient estimation in local parametric regression analysis

DOI10.1080/03610920008832611MaRDI QIDQ4541665zbMATH OpenOpenAlexFDO

Authors Michael Falk, Frank Marohn

Publication date 28 July 2002

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920008832611

zbMATH Keywords

conditional distributionsefficient estimatorsexponential familiesfuzzy setsLANnormal equationsregular estimatorstinned empirical point processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

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Cites work

• A course on point processes
• An introduction to the theory of point processes
• Asymptotic normality of generalized functional estimators dependent on covariables
• Asymptotic properties of kernel estimators based on local medians
• Asymptotically optimal tests for conditional distributions
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
• Fuzzy sets
• scientific article; zbMATH DE number 192837 (Why is no real title available?)
• scientific article; zbMATH DE number 729453 (Why is no real title available?)
• Kernel and nearest-neighbor estimation of a conditional quantile
• Local Linear Quantile Regression
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Mean squared error properties of kernel estimates of regression quantiles
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Parametric statistical theory: with the assistance of R. Hamböker
• Statistical inference for conditional curves: Poisson process approach
• Strong uniform consistency rates for estimators of conditional functionals

Cited in

(2)

• Locally efficient estimation of regression parameters using current status data
• Local generalized empirical estimation of regression

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