Multivariate local fitting with general basic functions

DOI10.1007/S001800300140MaRDI QIDQ1887216zbMATH OpenOpenAlexFDO

Authors Jochen Einbeck

Publication date 24 November 2004

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001800300140, http://nbn-resolving.de/urn:nbn:de:bvb:19-epub-1670-6

zbMATH Keywords

bias reductiongeneral basislocal polynomial fittingmultivariate kernel smoothingTaylor expansion

Mathematics Subject Classification ID

Multidimensional problems (41A63) Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99)

Review text

This paper demonstrated how useful concepts such as multivariate local smoothing and fitting with general basis functions can be combined to improve the estimation properties of smooth fits. The author starts with arbitrary basis functions and studies the asymptotic variance both at interior and boundary points. Then, in the case of basic functions without interactions, he proves a new Taylor-type theorem which provides asymptotic expressions for bias and variance of the corresponding local estimator. A data-driven tool to obtain a suitable basis is also presented. The performance of fitting procedures with general basic functions are demonstrated via an example with a simulated data set.

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Cites work

• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
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• Design-adaptive Nonparametric Regression
• Error analysis for general multtvariate kernel estimators
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• scientific article; zbMATH DE number 3222478 (Why is no real title available?)
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• Locally-weighted regression: an approach to regression analysis by local fitting
• Multivariate Bandwidth Selection for Local Linear Regression
• Multivariate local fitting with general basic functions
• Multivariate locally weighted least squares regression
• On Non-Parametric Estimates of Density Functions and Regression Curves
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Cited in

(3)

• Multivariate local fitting with general basic functions
• Multivariate local polynomial fitting for a probability distribution function and its partial derivatives^∗
• scientific article; zbMATH DE number 2208162 (Why is no real title available?)

Describes a project that uses

Uses Software

• fda (R)
• KernSmooth

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