On the estimation error in binned local linear regression

DOI10.1080/10485250310001605469MaRDI QIDQ4470136zbMATH OpenOpenAlexWikidataFDO

Authors Fabian Hoti, Lasse Holmström

Publication date 22 June 2004

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

Full work available at URL https://doi.org/10.1080/10485250310001605469

zbMATH Keywords

SimulationsBinningLocal linear regressionEstimation error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 46694 (Why is no real title available?)
• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• scientific article; zbMATH DE number 3247704 (Why is no real title available?)
• Consistent nonparametric regression. Discussion
• Design-adaptive Nonparametric Regression
• Local linear regression smoothers and their minimax efficiencies
• Nonparametric curve estimation. Methods, theory, and applications
• Robust Locally Weighted Regression and Smoothing Scatterplots
• The accuracy and the computational complexity of a multivariate binned kernel density estima\-tor.
• Wavelets, approximation, and statistical applications
• Weighted Local Regression and Kernel Methods for Nonparametric Curve Fitting

Cited in

(3)

• Accuracy of binned kernel functional approximations
• Binning in Gaussian kernel regularization
• Multi-dimensional functional principal component analysis

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