Calculating degrees of freedom in multivariate local polynomial regression

DOI10.1016/J.JSPI.2020.05.001MaRDI QIDQ2189128zbMATH OpenOpenAlexFDO

Authors Nadine McCloud, Christopher F. Parmeter

Publication date 15 June 2020

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.2020.05.001

zbMATH Keywords

goodness-of-fitbandwidthtraceeffective parametersirrelevant regressors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• scientific article; zbMATH DE number 2104212 (Why is no real title available?)
• Analysis of variance and \(F\)-tests for partial linear models with applications to environmental health data
• Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression
• Applied nonparametric econometrics
• Calibrating the Degrees of Freedom for Automatic Data Smoothing and Effective Curve Checking
• Infinite order cross-validated local polynomial regression
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Multivariate binary discrimination by the kernel method
• Multivariate locally weighted least squares regression
• Multivariate regression estimation: Local polynomial fitting for time series
• NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
• Nonparametric \(F\)-tests for nested global and local polynomial models
• Nonparametric econometrics. Theory and practice.
• Sample size planning for testing significance of curves
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion

Cited in

(2)

• The Degrees of Freedom of Partial Least Squares Regression
• Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions

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