On variance-stabilizing multivariate non parametric regression estimation

DOI10.1080/03610926.2013.775298MaRDI QIDQ3462358zbMATH OpenOpenAlexFDO

Authors Kiheiji Nishida, Yuichiro Kanazawa

Publication date 5 January 2016

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

Full work available at URL http://hdl.handle.net/2241/00125987

zbMATH Keywords

bandwidth selectionlocal linear estimatorlocal variable bandwidthvariance-stabilization

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cites work

• An optimal variable cell histogram based on the sample spacings
• Efficient estimation of conditional variance functions in stochastic regression
• Hellinger distance and Akaike's information criterion for the histogram
• Hellinger distance and Kullback-Leibler loss for the kernel density estimator
• Multivariate Bandwidth Selection for Local Linear Regression
• Multivariate locally weighted least squares regression
• On Non-Parametric Estimates of Density Functions and Regression Curves
• ON THE ASYMPTOTIC EQUIVALENCE OF HELLINGER DISTANCE AND KULLBACK-LEIBLER LOSS
• On the Estimation of the Probability Density, I
• Random approximations to some measures of accuracy in nonparametric curve estimation
• Remarks on Non-Parametric Estimates for Density Functions and Regression Curves
• Variable bandwidth and local linear regression smoothers

Cited in

(6)

• Bayesian variance-stabilizing kernel density estimation using conjugate prior
• Simple and efficient improvements of multivariate local linear regression
• Introduction to the variance-stabilizing bandwidth for the Nadaraya-Watson regression estimator
• Optimal neighborhoods for local regression in the bivariate case
• scientific article; zbMATH DE number 5568022 (Why is no real title available?)
• Skewing methods for variance-stabilizing local linear regression estimation

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