Computation and application of robust data-driven bandwidth selection for gradient function estimation

DOI10.1016/J.AMC.2019.05.044zbMATH Open1428.62169OpenAlexW2948112037WikidataQ127729934 ScholiaQ127729934MaRDI QIDQ2279600FDOQ2279600

Authors: Qichang Xie, Qiankun Sun 

Publication date: 13 December 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2019.05.044

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zbMATH Keywords

bandwidth selectionlocal polynomial fittingcomposite quantile regressiongradient estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

Cites Work

• Regression Quantiles
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• Nonparametric estimates of regression quantiles and their local Bahadur representation
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• Bandwidth selection of nonparametric threshold estimator in jump-diffusion models
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• Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
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• Bandwidth choice for differentiation
• Derivative estimation based on difference sequence via locally weighted least squares regression
• Gradient-based smoothing parameter selection for nonparametric regression estimation
• Taylor series approach for function approximation using `estimated' higher derivatives
• B-spline collocation methods and their convergence for a class of nonlinear derivative dependent singular boundary value problems
• Local composite quantile regression smoothing for Harris recurrent Markov processes
• Optimal smoothing in nonparametric conditional quantile derivative function estimation

Cited In (3)

• Gradient-based smoothing parameter selection for nonparametric regression estimation
• A critical review of univariate non-parametric estimation of first derivatives
• Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function

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