Simple and efficient improvements of multivariate local linear regression

DOI10.1016/J.JMVA.2005.05.006zbMATH Open1093.62044OpenAlexW2073883714MaRDI QIDQ2499073FDOQ2499073

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

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zbMATH Keywords

nonparametric regressionkernel smoothinglocal linear regressionvariance reductionbandwidth selectionmultiple regression

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Smoothing methods in statistics
• Title not available (Why is that?)
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Consistent nonparametric regression. Discussion
• Hedonic housing prices and the demand for clean air
• Local linear regression smoothers and their minimax efficiencies
• Variable bandwidth and local linear regression smoothers
• Multivariate locally weighted least squares regression
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
• Multivariate Bandwidth Selection for Local Linear Regression

Cited In (8)

• Reducing variance in univariate smoothing
• Partially Linear Expectile Regression Using Local Polynomial Fitting
• Estimation of the Variance Function in Heteroscedastic Linear Regression Models
• Challenging the curse of dimensionality in multivariate local linear regression
• A semi-parametric estimation for local linear regression
• Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property
• On variance-stabilizing multivariate non parametric regression estimation
• Title not available (Why is that?)

Uses Software

• KernSmooth

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