Locally Adaptive Bandwidth Choice for Kernel Regression Estimators
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Publication:4292107
DOI10.2307/2291270zbMATH Open0792.62028OpenAlexW4247525552MaRDI QIDQ4292107FDOQ4292107
Authors: Michael Brockmann, Theo Gasser, Eva Herrmann 
Publication date: 10 July 1994
Full work available at URL: https://doi.org/10.2307/2291270
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smoothingsimulationsstabilityalgorithmvariabilitynonparametric curve estimationmean integrated squared errorplug-in estimatorglobal bandwidthlocal bandwidth estimator
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- Dynamics of implied volatility surfaces
- Local adaptive smoothing in kernel regression estimation
- Methodology for nonparametric regression from independent sources
- Block length selection in the bootstrap for time series
- Optimal window width choice in spectral density estimation
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- A comparison of nonparametric methods in the graduation of mortality: application to data from the Valencia region (Spain)
- Local influence on bandwidth estimation for kernel smoothing
- Adaptive risk bounds in univariate total variation denoising and trend filtering
- Generalized profiling estimation for global and adaptive penalized spline smoothing
- Reducing variance in univariate smoothing
- LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
- Adaptive Bandwidth Choice for Kernel Regression
- Evolutionary factor analysis of replicated time series
- Estimation in hazard regression models under ordered departures from proportionality
- Smooth functions and local extreme values
- TESTING EQUALITY OF VARIANCES FOR PAIRED TIME SERIES
- Higher-order accurate polyspectral estimation with flat-top lag-windows
- Batch size selection for variance estimators in MCMC
- Relative efficiency of local bandwidths in kernel density estimation∗
- Efficient estimation and computation for the generalised additive models with unknown link function
- Extended rank analysis of covariance adjusting for local correlations
- Dynamics of foreign exchange implied volatility and implied correlation surfaces
- Conditional copulas, association measures and their applications
- Real-time signal processing by adaptive repeated median filters
- Structural adaptive smoothing procedures
- Recent approaches to estimating Engel curves
- A semiparametrically efficient estimator of the time-varying effects for survival data with time-dependent treatment
- A global partial likelihood estimation in the additive Cox proportional hazards model
- Smooth Location-Dependent Bandwidth Selection for Local Polynomial Regression
- Locally stationary factor models: identification and nonparametric estimation
- An assessment of finite sample performance of adaptive methods in density estimation
- On nonparametric kernel estimation of the mode of the regression function in the random design model
- Superefficiency in nonparametric function estimation
- Title not available (Why is that?)
- Efficient estimation and computation in generalized varying coefficient models with unknown link and variance functions for large-scale data
- Nonparametric Regression as an Example of Model Choice
- Local Bandwidth Selection for Kernel Estimates
- Adaptive bandwidth choice
- Functional density synchronization
- On parameter estimation for locally stationary long-memory processes
- Local bandwidth selectors for deconvolution kernel density estimation
- Relative density estimation and local bandwidth selection for censored data
- Optimal pointwise adaptive methods in nonparametric estimation
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