Variable bandwidth and local linear regression smoothers
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Cited in
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- Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG
- An evaluation of non-parametric relative risk estimators for disease maps
- Local linear fitting under near epoch dependence
- Nonparametric model check based on local polynomial fitting
- A new information criterion-based bandwidth selection method for non-parametric regressions
- A penalized h-likelihood variable selection algorithm for generalized linear regression models with random effects
- Local Linear Forests
- A new version of local linear estimators
- Nonparametric regression estimation at design poles and zeros
- Near-Linear Time Local Polynomial Nonparametric Estimation with Box Kernels
- Optimal categorization
- Fixed point method to analyze differences between Hipparcos and ICRF2
- Kriging by local polynomials.
- Triple smoothing estimation of the regression function and its derivatives in nonparametric regression
- Matching and semi-parametric IV estimation, a distance-based measure of migration, and the wages of young men
- Adaptively weighted kernel regression
- A comparison of local constant and local linear regression quantile estimators
- Lazy lasso for local regression
- Projection pursuit emulation for many-input computer experiments
- Does health behavior change after diagnosis? Evidence from fuzzy regression discontinuity
- An interpolation method for adapting to sparse design in multivariate nonparametric regression
- On automatic boundary corrections
- Fully adaptive kernel-based methods
- Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models
- Asymptotic properties of Dirichlet kernel density estimators
- Testing treatment effect heterogeneity in regression discontinuity designs
- scientific article; zbMATH DE number 1779490 (Why is no real title available?)
- A NEW VERSION OF THE LOCAL CONSTANT M-SMOOTHER
- Bayesian inference of autoregressive and functional-coefficient moving average models
- A method of estimating the average derivative
- Bahadur representation and its applications for local polynomial estimates in nonparametric M -regression
- LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
- Domain selection for the varying coefficient model via local polynomial regression
- Local and Variable Bandwidths and Local Linear Regression
- Local linear regression for functional data
- Switching nonparametric regression models
- On identity reproducing nonparametric regression estimators
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects
- Multivariate local polynomial regression for estimating average derivatives
- Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation
- Local multiplicative bias correction for asymmetric kernel density estimators
- On semiparametric mode regression estimation
- AI-driven liquidity provision in OTC financial markets
- Simulated Greeks for American options
- On Adaptive Transformation–Retransformation Estimate of Conditional Spatial Median
- Nonparametric prediction by conditional median and quantiles
- Adaptive variable location kernel density estimators with good performance at boundaries
- Local linear regression estimation for time series with long-range dependence
- A bioequivalence test by the direct comparison of concentration-versus-time curves using local polynomial smoothers
- Recursive local polynomial regression under dependence conditions
- Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library
- On kernel density estimation near endpoints
- Locally weighted regression models for surrogate-assisted design optimization
- Regression estimation by local polynomial fitting for multivariate data streams
- An estimator of a conditional quantile in the presence of auxiliary information
- Isotonic regression discontinuity designs
- Local Linear Estimation of Recurrent Jump—Diffusion Models
- Estimation of the trend function for spatio-temporal models
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Kernel regression utilizing external information as constraints
- Homogeneity and Structure Identification in Semiparametric Factor Models
- Confidence intervals of variance functions in generalized linear model
- Generalised kernel smoothing for non-negative stationary ergodic processes
- Change point estimation by local linear smoothing under a weak dependence condition
- Nonlinear black-box models in system identification: Mathematical foundations
- Robust estimation of multivariate regression model
- Local linear regression for estimating time series data.
- Error process indexed by bandwidth matrices in multivariate local linear smoothing
- Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
- Regression-type inference in nonparametric autoregression
- Local linear estimator for fractional diffusions
- Change point estimation by local linear smoothing
- Asymptotics for nonparametric and semiparametric fixed effects panel models
- Variable bandwidth selection in varying-coefficient models
- Nonparametric regression estimation with missing data
- Bandwidth selection for statistical matching and prediction
- A simple smooth backfitting method for additive models
- Modification for boundary effects and jump points in nonparametric regression
- Identifying the average treatment effect in ordered treatment models without unconfoundedness
- Multivariate regression estimation: Local polynomial fitting for time series
- Smoothing bias in the measurement of marginal effects
- Asymptotic normality of a combined regression estimator
- Prediction for spatio-temporal models with autoregression in errors
- Composite support vector quantile regression estimation
- Direct estimation of low-dimensional components in additive models.
- Local nonlinear least squares: using parametric information in nonparametric regression
- Skewing methods for variance-stabilizing local linear regression estimation
- Nadaraya-Watson estimators for reflected stochastic processes
- Local Linear Regression in Proportional Hazards Model with Censored Data
- A kernel-based parametric method for conditional density estimation
- A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels
- Local regression smoothers with set-valued outcome data
- Local linear spatial regression
- Generalized nonparametric smoothing with mixed discrete and continuous data
- Large sample results for varying kernel regression estimates
- Multivariate regression estimation: Local polynomial fitting for time series
- Additive partially linear model for pooled biomonitoring data
- Renewable composite quantile method and algorithm for nonparametric models with streaming data
- Local linear variable bandwidth hazard rate estimation
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