Linear minimax efficiency of local polynomial regression smoothers

DOI10.1080/1048525031000120233MaRDI QIDQ4435700zbMATH OpenOpenAlexFDO

Authors Kani Chen

Publication date 17 November 2003

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

Full work available at URL https://doi.org/10.1080/1048525031000120233

zbMATH Keywords

conditional mean squared errorslinear minimax efficiencyweighted least squares estimates

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02)

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Cites work

• scientific article; zbMATH DE number 51427 (Why is no real title available?)
• Local linear regression smoothers and their minimax efficiencies
• Local polynomial regression: Optimal kernels and asymptotic minimax efficiency
• Minimax kernels for nonparametric curve estimation

Cited in

(6)

• Elementary properties of local polynomial estimators: An expedition in linear algebra.
• Local polynomial regression: Optimal kernels and asymptotic minimax efficiency
• Local polynomial regression smoothers with AR-error structure.
• Local linear regression smoothers and their minimax efficiencies
• Design-adaptive minimax local linear regression for longitudinal/clustered data
• Local linear regression for functional data

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