Double-smoothing for bias reduction in local linear regression
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Publication:1007487
DOI10.1016/J.JSPI.2008.06.011zbMATH Open1156.62047OpenAlexW1966491567MaRDI QIDQ1007487FDOQ1007487
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
nonparametric regressionasymptotic variancemean square errorasymptotic biaslocal polynomial regressionedge effect
Cites Work
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- Semiparametric Regression
- Smoothing methods in statistics
- Local linear regression smoothers and their minimax efficiencies
- On automatic boundary corrections
- Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives
- Information-theoretic determination of minimax rates of convergence
- Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression
- On bias reduction in local linear smoothing
Cited In (9)
- Statistical inference in the partial linear models with the double smoothing local linear regression method
- 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
- A new kernel regression approach for robustified L 2 boosting
- Global adaptive smoothing regression
- Calibration with low bias
- Double smoothing local linear estimation in nonlinear time series
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