Optimal estimation of derivatives in nonparametric regression

MaRDI QIDQ2834495zbMATH OpenFDO

Authors Wenlin Dai, Marc G. Genton, Tiejun Tong

Publication date 22 November 2016

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL http://jmlr.csail.mit.edu/papers/v17/15-640.html

zbMATH Keywords

linear combinationnonparametric derivative estimationnonparametric regressionoptimal sequenceTaylor expansion

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(28)

• Optimal difference-based estimation for partially linear models
• On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
• On mean derivative estimation of longitudinal and functional data: from sparse to dense
• A generalized correlated \(C_p\) criterion for derivative estimation with dependent errors
• Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations
• Derivative estimation based on difference sequence via locally weighted least squares regression
• Smoothed nonparametric derivative estimation based on weighted difference sequences
• Self-consistent estimation of mean response functions and their derivatives
• The estimation of derivatives of a nonparametric regression function when the data are correlated
• Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
• Smoothed nonparametric derivative estimation using weighted difference quotients
• A critical review of univariate non-parametric estimation of first derivatives
• Estimating functions and derivatives via adaptive penalized splines
• Data-driven local polynomial for the trend and its derivatives in economic time series
• Derivative estimation with local polynomial fitting
• Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function
• Global debiased DC estimations for biased estimators via pro forma regression
• On a projection estimator of the regression function derivative
• Spatiotemporal local interpolation of global ocean heat transport using argo floats: a debiased latent Gaussian process approach
• Kernel regression for estimating regression function and its derivatives with unknown error correlations
• Tuning parameter selection for nonparametric derivative estimation in random design
• A framework to select tuning parameters for nonparametric derivative estimation
• Average partial effect estimation using double machine learning
• A difference-based method for testing no effect in nonparametric regression
• A novel characterization of structures in smooth regression curves: from a viewpoint of persistent homology
• Nonparametric least squares estimation in derivative families
• Unbiased nonparametric estimation of the derivative of the mean
• Nonparametric estimation when data on derivatives are available

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