Local linear smoothers using asymmetric kernels

DOI10.1023/A:1022422002138MaRDI QIDQ1868292zbMATH OpenOpenAlexFDO

Authors Song Xi Chen

Publication date 27 April 2003

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022422002138, http://scholarbank.nus.edu.sg/handle/10635/105203

zbMATH Keywords

beta kernelsgamma kernelslocal linear smoothernonparametric regressionsparse region

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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(22)

• Optimal asymmetric kernels
• Local linear smoothers using inverse Gaussian regression
• Asymptotic properties of Dirichlet kernel density estimators
• Efficient estimation for the volatility of stochastic interest rate models
• Local linear regression with reciprocal inverse Gaussian kernel
• Bias free threshold estimation for jump intensity function
• Large sample results for varying kernel regression estimates
• Local multiplicative bias correction for asymmetric kernel density estimators
• Generalised kernel smoothing for non-negative stationary ergodic processes
• Using Local Correlation in Kernel‐Based Smoothers for Dependent Data
• CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
• scientific article; zbMATH DE number 1423400 (Why is no real title available?)
• Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel
• Adaptive nonparametric regression on finite support
• Estimation and inference in regression discontinuity designs with asymmetric kernels
• Local linear double and asymmetric kernel estimation of conditional quantiles
• Asymptotic results in gamma kernel regression
• Local linear estimation of jump-diffusion models by using asymmetric kernels
• Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels
• On uniform consistency of nonparametric estimators smoothed by the gamma kernel
• Local linear gamma kernel smoother for regression function with non negative covariate
• Nonparametric density estimation for positive time series

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