Simple and efficient improvements of multivariate local linear regression

DOI10.1016/J.JMVA.2005.05.006MaRDI QIDQ2499073zbMATH OpenOpenAlexFDO

Authors Ming-Yen Cheng, Liang Peng

Publication date 14 August 2006

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2005.05.006

zbMATH Keywords

bandwidth selectionkernel smoothinglocal linear regressionmultiple regressionnonparametric regressionvariance reduction

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cites work

• Consistent nonparametric regression. Discussion
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
• Hedonic housing prices and the demand for clean air
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Local linear regression smoothers and their minimax efficiencies
• Multivariate Bandwidth Selection for Local Linear Regression
• Multivariate locally weighted least squares regression
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Smoothing methods in statistics
• Variable bandwidth and local linear regression smoothers

Cited in

(9)

• Challenging the curse of dimensionality in multivariate local linear regression
• On variance-stabilizing multivariate non parametric regression estimation
• Estimation of the Variance Function in Heteroscedastic Linear Regression Models
• scientific article; zbMATH DE number 862306 (Why is no real title available?)
• A semi-parametric estimation for local linear regression
• Partially Linear Expectile Regression Using Local Polynomial Fitting
• Reducing variance and improving bandwidth selection in density estimation via semiparametric transformations and local linear smoothing
• Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property
• Reducing variance in univariate smoothing

Describes a project that uses

Uses Software

• KernSmooth

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