Nonparametric kernel regression estimation near endpoints.

DOI10.1016/S0378-3758(97)00082-7zbMATH Open1041.62507MaRDI QIDQ1298705FDOQ1298705

William R. Schucany, Cha Kyung-Joon

Publication date: 1998

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

zbMATH Keywords

BandwidthMean square errorConvergence rateBoundary

Mathematics Subject Classification ID

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

Cites Work

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• Smooth optimum kernel estimators near endpoints
• Incorporating support constraints into nonparametric estimators of densities
• Hazard Rate Estimation under Random Censoring with Varying Kernels and Bandwidths
• Boundary modification for kernel regression
• Nonparametric regression analysis of longitudinal data
• Improvement of Kernel Type Density Estimators
• Hierarchies of higher order kernels
• Variable bandwidth kernel estimators of regression curves

Cited In (17)

• Density estimation on manifolds with boundary
• Extreme partial least-squares
• Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
• Nonparametric estimation of conditional transition probabilities in a non-Markov illness-death model
• Kernel Regression When the Boundary Region is Large, With an Application to Testing the Adequacy of Polynomial Models
• Regularized nonparametric Volterra kernel estimation
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models
• On nonparametric regression with higher-order kernels
• On the Boundary Behaviour of Nonparametric Regression Estimators
• A comparison of approaches for valid variogram achievement
• Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples
• A Bayesian hierarchical model for inferring player strategy types in a number guessing game
• Nonparametric kernel estimation of an isotropic variogram.
• A boundary kernel for local polynomial regression
• Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model
• Kernel estimation of extreme regression risk measures
• Median regression using nonparametric kernel estimation

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