Optimal zone for bandwidth selection in semiparametric models

DOI10.1080/10485252.2010.533768MaRDI QIDQ3106419zbMATH OpenOpenAlexFDO

Authors Wenyang Zhang, Zhengxiao Wu, Jia-Liang Li

Publication date 21 December 2011

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2010.533768

zbMATH Keywords

asymptotic mean square errorcross-validationNeumann series approximationoptimal bandwidthTaylor series expansion

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
• Asymptotic Statistics
• Efficient estimation for semivarying-coefficient models
• Estimation of the covariance matrix of random effects in longitudinal studies
• Linear models. Least squares and alternatives.
• Local polynomial fitting in semivarying coefficient model
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Semiparametric Regression
• Semiparametric residuals and analysis for a scleroderma clinical trial
• Simultaneous confidence bands and hypothesis testing in varying-coefficient models
• Statistical estimation in varying coefficient models
• Variable bandwidth selection in varying-coefficient models

Cited in

(17)

• Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
• Estimation and model selection in a class of semiparametric models for cluster data
• Varying coefficient functional autoregressive model with application to the U.S. treasuries
• Optimal partial ridge estimation in restricted semiparametric regression models
• Shrinkage ridge estimators in semiparametric regression models
• Ridge-type pretest and shrinkage estimations in partially linear models
• Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data
• Robust ridge estimator in restricted semiparametric regression models
• Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models
• scientific article; zbMATH DE number 1347888 (Why is no real title available?)
• Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
• Feasible robust estimator in restricted semiparametric regression models based on the LTS approach
• Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity
• A New Functional Estimation Procedure for Varying Coefficient Models
• Least trimmed squares ridge estimation in partially linear regression models
• Semiparametric Tail Index Regression
• A robust estimation based on penalised regularisation for the varying-coefficient additive model

Describes a project that uses

Uses Software

• SemiPar

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