Local nonlinear least squares: using parametric information in nonparametric regression
From MaRDI portal
Recommendations
- Nonparametric frontier estimation via local linear regression
- Finding local departures from a parametric model using nonparametric regression
- Nonparametric comparison of regression curves by local linear fitting.
- Parameterization and inference for nonparametric regression problems
- LocalL-estimators for nonparametric regression under dependence
- scientific article; zbMATH DE number 2104212
Cites work
- scientific article; zbMATH DE number 3974148 (Why is no real title available?)
- scientific article; zbMATH DE number 7273 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- scientific article; zbMATH DE number 131054 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 720684 (Why is no real title available?)
- scientific article; zbMATH DE number 3998953 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- A Smoothed Maximum Score Estimator for the Binary Response Model
- An Efficient Semiparametric Estimator for Binary Response Models
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- Consistent Estimation of Scaled Coefficients
- Consistent nonparametric regression. Discussion
- Contributions to the theory of nonparametric regression, with application to system identification
- Convergence Rates of SNP Density Estimators
- Convergence of stochastic processes
- Design-adaptive Nonparametric Regression
- Diagnostics for Assessing Regression Models
- Local Likelihood Estimation
- Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
- Local likelihood density estimation
- Local linear regression smoothers and their minimax efficiencies
- Locally parametric nonparametric density estimation
- Maximum score estimation of the stochastic utility model of choice
- Multivariate locally weighted least squares regression
- Multivariate regression estimation: Local polynomial fitting for time series
- Nonparametric regression analysis of longitudinal data
- Nonparametric spline regression with prior information
- Optimal global rates of convergence for nonparametric regression
- Semiparametric estimation of a work-trip mode choice model
- Simulation and the Asymptotics of Optimization Estimators
- Some limit theorems for empirical processes (with discussion)
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- The Kernel Estimate of a Regression Function in Likelihood-Based Models
- U-processes: Rates of convergence
- Variable bandwidth and local linear regression smoothers
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
Cited in
(38)- Conditional quantile estimation by local logistic regression
- When will the Covid-19 pandemic peak?
- Non-parametric regression for binary dependent variables
- On the inefficiency of propensity score matching
- Nonparametric stochastic frontiers: a local maximum likelihood approach
- A nonparametric regression estimator that adapts to error distribution of unknown form
- Testing for a constant coefficient of variation in nonparametric regression
- Local multiplicative bias correction for asymmetric kernel density estimators
- Parameterization and inference for nonparametric regression problems
- Bias reduction by projection on parametric models in Hilbertian nonparametric regression
- A local generalized method of moments estimator
- Estimating features of a distribution from binomial data
- Nonparametric regression with parametric help
- Determining the number of effective parameters in kernel density estimation
- Nonparametric estimation of homogeneous functions
- THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS
- Additive regression with parametric help
- Finding local departures from a parametric model using nonparametric regression
- Generalized parametric help in Hilbertian additive regression
- Bivariate non-normality in the sample selection model
- Asymptotic normality of a combined regression estimator
- Estimating a conditional density ratio model for asset returns and option demand
- A general limit theory for nonlinear functionals of nonstationary time series
- Adjustment costs in the technical efficiency: an application to global banking
- Generalized nonparametric smoothing with mixed discrete and continuous data
- On the joint estimation of heterogeneous technologies, technical, and allocative inefficiency
- Hilbertian additive regression with parametric help
- Dynamic Autoregressive Liquidity (DArLiQ)
- Local Partitioned Regression
- Some recent developments in efficiency measurement in stochastic frontier models
- Exact computation of max weighted score estimators
- Nonparametric regression combining linear structure
- Local GMM estimation of semiparametric panel data with smooth coefficient models
- Varying coefficient regression: revisit and parametric help
- Testing Conditional Independence Restrictions
- Guided Censored Regression
- Local parametric analysis of hedging in discrete time
- MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
This page was built for publication: Local nonlinear least squares: using parametric information in nonparametric regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1588305)
