Double-smoothing for bias reduction in local linear regression

DOI10.1016/J.JSPI.2008.06.011MaRDI QIDQ1007487zbMATH OpenOpenAlexFDO

Authors Hua He, Li-Shan Huang

Publication date 20 March 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2008.06.011

zbMATH Keywords

nonparametric regressionasymptotic variancemean square errorasymptotic biaslocal polynomial regressionedge effect

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 1306459 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• scientific article; zbMATH DE number 854954 (Why is no real title available?)
• scientific article; zbMATH DE number 927301 (Why is no real title available?)
• Analysis of variance, coefficient of determination and F-test for local polynomial regression
• Information-theoretic determination of minimax rates of convergence
• Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives
• Local linear regression smoothers and their minimax efficiencies
• On automatic boundary corrections
• On bias reduction in local linear smoothing
• Semiparametric Regression
• Smoothing methods in statistics

Cited in

(10)

• Statistical inference in the partial linear models with the double smoothing local linear regression method
• Twicing local linear kernel regression smoothers
• Jump-preserving regression and smoothing using local linear fitting: a compromise
• Double-smoothing for varying coefficient models
• Bias assessment in local regression
• DOUBLE SMOOTHING ESTIMATION OF THE MULTIVARIATE REGRESSION FUNCTION IN NONPARAMETRIC REGRESSION
• Global adaptive smoothing regression
• A new kernel regression approach for robustified L ₂ boosting
• Calibration with low bias
• Double smoothing local linear estimation in nonlinear time series

Describes a project that uses

Uses Software

• SemiPar
• KernSmooth

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