An Effective Bandwidth Selector for Local Least Squares Regression

DOI10.2307/2291516zbMath0868.62034OpenAlexW4235990564MaRDI QIDQ3128741

Simon J. Sheather, David Ruppert, Matthew P. Wand

Publication date: 11 August 1997

Full work available at URL: https://doi.org/10.2307/2291516

zbMATH Keywords

local polynomial fittingboundary effectskernel estimatornonparametric regressionmultiple nonparametric regressionplug-in bandwidth selectionscatterplot smootherpilot estimationlocal least squares kernel regressionlocal linear least squares kernel estimatorsnonparametric variance estimatorsodd-degree local polynomial fits

Mathematics Subject Classification ID

Density estimation (62G07)

Related Items

A nonparametric measure of local association for two-way contingency tables, Quantile regression for single-index-coefficient regression models, A two-step estimation approach for logistic varying coefficient modeling of longitudinal data, Functional coefficient instrumental variables models, Weighted composite quantile regression for single-index models, Novel and simple non-parametric methods of estimating the joint and marginal densities, Nonparametric frontier estimation via local linear regression, Local \(M\)-estimation for conditional variance function with dependent data, A smooth nonparametric conditional quantile frontier estimator, Functional-coefficient models for nonstationary time series data, Automatic model selection for partially linear models, Convolutional autoregressive models for functional time series, Profile likelihood inferences on semiparametric varying-coefficient partially linear models, Non-parametric kernel regression for multinomial data, Optimal bandwidth selection for kernel density functionals estimation, Nearest neighbor estimates of regression, Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors, \(L_{2}\) boosting in kernel regression, Multivariate regression estimation: Local polynomial fitting for time series, Nonparametric regression using Bayesian variable selection, Generalized profile LSE in varying-coefficient partially linear models with measurement errors, Estimation of semi-varying coefficient model with surrogate data and validation sampling, A simple bootstrap method for constructing nonparametric confidence bands for functions, Methodology for nonparametric regression from independent sources, A comparison of local constant and local linear regression quantile estimators, Bridge estimators and the adaptive Lasso under heteroscedasticity, A tale of two option markets: pricing kernels and volatility risk, Penalized least squares for single index models, Wavelet regression estimation in nonparametric mixed effect models, An interpolation method for adapting to sparse design in multivariate nonparametric regression, Bootstrap confidence bands and partial linear quantile regression, Local polynomial fitting under association, A bias corrected nonparametric regression estimator, An improved and efficient estimation method for varying-coefficient model with missing covariates, On completely data-driven bandwidth selection for single-index models, Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting, Nonparametric prediction by conditional median and quantiles, Nonparametric bootstrap tests of conditional independence in two-way contingency tables, Local linear hazard rate estimation and bandwidth selection, Estimation and test procedures for composite quantile regression with covariates missing at random, Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction, Nonparametric regression with correlated errors., Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval, A nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selector, Relative error prediction via kernel regression smoothers, Global adaptive smoothing regression, Weighted local linear CQR for varying-coefficient models with missing covariates, Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations, Quantile regression for robust inference on varying coefficient partially nonlinear models, A visual display device for significant features in complicated signals, Ridge estimation in semiparametric linear measurement error models, Generalized partial linear varying multi-index coefficient model for gene-environment interactions, Conditional variance estimation in heteroscedastic regression models, Estimation in partially linear models and numerical comparisons, Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach, Local estimation for longitudinal semiparametric varying-coefficient partially linear model, Quantile treatment effects in the regression discontinuity design, Evaluation of matching noise for imputation techniques based on nonparametric local linear regression estimators, Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates, Local adaptive smoothing in kernel regression estimation, Modeling epigenetic modifications under multiple treatment conditions, Matching and semi-parametric IV estimation, a distance-based measure of migration, and the wages of young men, Modifying the double smoothing bandwidth selector in nonparametric regression, Local polynomial fitting in semivarying coefficient model, Two-step likelihood estimation procedure for varying-coefficient models, Estimation on semivarying coefficient models with different degrees of smoothness, Joint semiparametric mean-covariance model in longitudinal study, Weighted estimation of single index models with right censored responses, Nonparametric estimation of varying coefficient error-in-variable models with validation sampling, On kernel nonparametric regression designed for complex survey data, Testing for constant variance in a linear model, Variable selection for partially linear models via partial correlation, Bandwidth-based nonparametric inference, Single-index quantile regression, Regression estimation by local polynomial fitting for multivariate data streams, Reducing variance in univariate smoothing, A note on kernel density estimation for non-negative random variables, Automatic and asymptotically optimal data sharpening for nonparametric regression, Nonparametric regression estimation with general parametric error covariance, Composite quantile regression for single-index models with asymmetric errors, Two step composite quantile regression for single-index models, Fully robust one-sided cross-validation for regression functions, Smooth functions and local extreme values, Bandwidth selection for a data sharpening estimator in nonparametric regression, Recent approaches to estimating Engel curves, Neural networks for bandwidth selection in local linear regression of time series, Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis, Local Walsh-average regression, Semiparametric quantile modelling of hierarchical data, Statistical estimation in varying coefficient models with surrogate data and validation sampling, Local linear regression for data with AR errors, Statistical estimation in varying coefficient models, Rates of convergence for the pre-asymptotic substitution bandwidth selector, Recursive local polynomial regression under dependence conditions, Variable bandwidth selection in varying-coefficient models, Making inferences about past environmental change using smoothing in multiple time scales., Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors, Some theory for penalized spline generalized additive models, Single-index composite quantile regression with heteroscedasticity and general error distributions, Semiparametric marginal and association regression methods for clustered binary data, Automatic bandwidth selection for modified m-smoother^∗, Local polynomial regression smoothers with AR-error structure., Nonparametric regression for threshold data, Adaptive local polynomial estimations for heterogeneously variational regression functions, Nonparametric Mean Estimation with Missing Data, Multi-dimensional functional principal component analysis, An autocorrelation criterion for bandwidth selection in nonparametric regression^∗, Composite quasi-likelihood for single-index models with massive datasets, Cutpoint Selection for Categorizing a Continuous Predictor, An efficient estimation for the parameter in additive partially linear models with missing covariates, Nonparametric estimation of time varying correlation coefficient, Covariate-Adjusted Reference Intervals for Diagnostic Data, Optimal difference-based variance estimators in time series: a general framework, Model-Based Non-parametric Variance Estimation for Systematic Sampling, Plug-in bandwidth selector for local polynomial regression estimator with correlated errors, On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates, Adaptively Varying-Coefficient Spatiotemporal Models, On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference, Estimation of partially conditional average treatment effect by double kernel-covariate balancing, Inter-class sparsity based discriminative least square regression, Sparsely observed functional time series: estimation and prediction, Estimation of a finite population mean under random nonresponse using kernel weights, Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data, Variable selection and parameter estimation for partially linear models via Dantzig selector, Finding a consensus on credible features among several paleoclimate reconstructions, NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY, Data sharpening via Firth's adjusted score function, Correcting an estimator of a multivariate monotone function with isotonic regression, Confidence intervals of variance functions in generalized linear model, SIMEX and standard error estimation in semiparametric measurement error models, Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors, Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications, Unexpected properties of bandwidth choice when smoothing discrete data for constructing a functional data classifier, Estimating and clustering curves in the presence of heteroscedastic errors, Bandwidth selection: Classical or plug-in?, Model robust regression: combining parametric, nonparametric, and semiparametric methods, Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals, Bandwidth selection for local linear regression, Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition, Exact risk approaches to smoothing parameter selection, Blind nonparametric regression, Generalized partially linear varying-coefficient models, An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach, Confidence intervals for nonparametric regression, Local regression when the responses are Interval-Censored, Optimal estimation of variance in nonparametric regression with random design, SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE, Variable selection in semiparametric regression modeling, A simple root n bandwidth selector for nonparametric regression, CONFIDENCE BANDS IN QUANTILE REGRESSION, Nonparametric two-stage plug-in adaptive smoothing for thermal analysis data, A single-index model procedure for interpolation intervals in time series, Targeted smoothing parameter selection for estimating average causal effects, Robustness of one-sided cross-validation to autocorrelation, Semiparametric model for covariance regression analysis, Direct determination of smoothing parameter for penalized spline regression, Bandwidth selection for the local polynomial estimator under dependence: a simulation study, Nonparametric tests for conditional independence in two-way contingency tables, Semi-parametric estimation of partially linear single-index models, Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns, Nonparametric regression under alternative data environments, Robust estimators of high order derivatives of regression functions, A plug-in bandwidth selector for nonparametric quantile regression, Unnamed Item, Power Assessment of a New Test of Independence, Kernel methods for estimating derivatives of conditional quantiles, Generalised Variance Function Estimation for Binary Variables in Large-Scale Sample Surveys, Single-index modal regression via outer product gradients, Tests for validity of the semiparametric heteroskedastic transformation model, Analysis of correlated binary data under partially linear single-index logistic models, Postmodel selection estimators of variance function for nonlinear autoregression, Non-Crossing Non-Parametric Estimates of Quantile Curves, Improved double kernel local linear quantile regression, Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors, Adaptive tests of regression functions via multiscale generalized likelihood ratios, Estimation of a partially linear additive model with generated covariates, Nonparametric estimation of single-index models in scale-space, Penalized kernel quantile regression for varying coefficient models, Local linear extrapolation, Single-index modelling of conditional probabilities in two-way contingency tables, Sample selection models with monotone control functions, Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data, SIMEX estimation for single-index model with covariate measurement error, The correction term in a small-ball probability factorization for random curves, Measuring timeliness of annual reports filing by jump additive models, Comparisons among three estimation methods in linear models when observations are pairwise correlated, Corrected local polynomial estimation in varying-coefficient models with measurement errors, Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes, Bandwidth selection for smooth backfitting in additive models, Bandwidth selection for kernel binomial regression, Conditional quantile estimation by local logistic regression, Two stage smoothing in additive models with missing covariates, A robust and efficient estimation method for partially nonlinear models via a new MM algorithm, Spectral density estimation with amplitude modulation and outlier detection, Time-varying nonlinear regression models: nonparametric estimation and model selection, Varying-coefficient mean-covariance regression analysis for longitudinal data, An overview of model-robust regression, Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting, Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment, Quantile regression and variable selection of partial linear single-index model, SiZer for jump detection, Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion, Unnamed Item, Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications, Semiparametric Stochastic Frontier Estimation via Profile Likelihood, Robust restricted Liu estimator in censored semiparametric linear models, Asymptotic Theory of \(\boldsymbol \ell _1\) -Regularized PDE Identification from a Single Noisy Trajectory, Robust nonparametric frontier estimation in two steps, Relaxed least square regression with ℓ2,1-norm for pattern classification, Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting, Dimension reduction techniques for conditional expectiles, Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method, A Novel Estimation Method in Generalized Single Index Models, Denoising low-rank discrimination based least squares regression for image classification, Robust ridge estimator in censored semiparametric linear models, On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation, Forecasting SO₂ pollution incidents by means of quantile curves based on additive models, Inference for Local Parameters in Convexity Constrained Models, Estimation of additive frontier functions with shape constraints, Quantile regression and variable selection for the single-index model, An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method, Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis, Estimation and inference in regression discontinuity designs with asymmetric kernels, Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models, Nonparametric Estimation of Copula Regression Models With Discrete Outcomes, Kernel spline regression, A Comparison of Two Bandwidth Selectors OSCV and AICc in Nonparametric Regression, Improved local quantile regression, Weighted composite quantile regression for partially linear varying coefficient models, Unnamed Item, Average regression surface for dependent data, Local linear regression for estimating time series data., A simple and effective bandwidth selector for local polynomial quasi-likelihood regression, Data-driven local polynomial for the trend and its derivatives in economic time series, A new information criterion-based bandwidth selection method for non-parametric regressions, ON COMPARISON OF ESTIMATION METHODS IN QUANTILE REGRESSION, Nonparametric Inference for Local Extrema with Application to Oligonucleotide Microarray Data in Yeast Genome, Statistical inferences for single-index models with measurement errors, Functional-coefficient cointegration models in the presence of deterministic trends, Evidence of Convergence Clubs Using Mixture Models, Local linear estimation for covariate-adjusted varying-coefficient models, Robust nonparametric derivative estimator, Comment on: ``Local quantile regression, Moving Least Squares Regression for High-Dimensional Stochastic Simulation Metamodeling