Smoothed nonparametric derivative estimation based on weighted difference sequences

DOI10.1007/978-3-319-13881-7_4zbMATH Open1349.62130OpenAlexW2222581332MaRDI QIDQ2833355FDOQ2833355

Authors: K. De Brabanter, Yu Liu 

Publication date: 18 November 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13881-7_4

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cites Work

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• Kernel regression in the presence of correlated errors
• Bandwidth choice and confidence intervals for derivatives of noisy data
• Derivative estimation with local polynomial fitting
• Local polynomial regression with correlated errors in random design and unknown correlation structure

Cited In (5)

• Derivative estimation with local polynomial fitting
• Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels
• Smoothed nonparametric derivative estimation using weighted difference quotients
• Derivative estimation based on difference sequence via locally weighted least squares regression
• Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function

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