Stable and bias-corrected estimation for nonparametric regression models

DOI10.1080/10485250802018253MaRDI QIDQ3521111zbMATH OpenOpenAlexFDO

Authors Lu Lin, Feng Li

Publication date 27 August 2008

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250802018253

zbMATH Keywords

bandwidth selectionparametric regressionrobustness

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

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Cites work

• A unified jackknife theory for empirical best prediction with \(M\)-estimation
• Consistent nonparametric regression from recursive partitioning schemes
• Data sharpening methods for bias reduction in nonparametric regression.
• Direct estimation of low-dimensional components in additive models.
• Estimating residual variance in nonparametric regression using least squares
• Exact mean integrated squared error
• Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 3471414 (Why is no real title available?)
• Jackknife, bootstrap and other resampling methods in regression analysis
• Linear smoothers and additive models
• Locally parametric nonparametric density estimation
• Multivariate locally weighted least squares regression
• Nonparametric density estimation with a parametric start
• Nonparametric estimation of an additive model with a link function
• Nonparametric smoothing and lack-of-fit tests
• Semiparametric density estimation by local \(L_ 2\)-fitting.

Cited in

(9)

• Nonparametric regression with parametric help
• GMM and misspecification correction for misspecified models with diverging number of parameters
• A Class of Improved Parametrically Guided Nonparametric Regression Estimators
• scientific article; zbMATH DE number 3940430 (Why is no real title available?)
• A bias corrected nonparametric regression estimator
• A composite method for bias-corrected and robust kernel estimators
• Global debiased DC estimations for biased estimators via pro forma regression
• Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property
• Simulation-based two-stage estimation for multiple nonparametric regression

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