Modification of the adaptive Nadaraya-Watson kernel method for nonparametric regression (simulation study)

DOI10.1080/03610918.2019.1652319MaRDI QIDQ5082822zbMATH OpenOpenAlexWikidataFDO

Authors Taha Hussein Ali

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1652319

zbMATH Keywords

bandwidth parameternonparametric regressionNW kernel estimator

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• An oracle property of the Nadaraya-Watson kernel estimator for high-dimensional nonparametric regression
• Biased and Unbiased Cross-Validation in Density Estimation
• Consistency and robustness of kernel-based regression in convex risk minimization
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• scientific article; zbMATH DE number 3221828 (Why is no real title available?)
• scientific article; zbMATH DE number 3222478 (Why is no real title available?)
• Local composite quantile regression smoothing for Harris recurrent Markov processes
• Nonparametric and semiparametric models.
• On bandwidth variation in kernel estimates. A square root law
• On the adaptive Nadaraya-Watson kernel regression estimators

Cited in

(5)

• Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data
• Estimation of the bandwidth parameter in Nadaraya-Watson kernel non-parametric regression based on universal threshold level
• Optimizing bandwidth parameter estimation for non-parametric regression using fixed-form threshold with Dmey and Coiflet wavelets
• Classes of adaptive estimators to nonparametric regression
• Adaptive Nadaraya-Watson kernel regression estimators utilizing some non-traditional and robust measures: a numerical application of british food data

Describes a project that uses

Uses Software

• KernSmooth

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