Bandwidth Selection for Local Linear Regression Smoothers

DOI10.1111/1467-9868.00361MaRDI QIDQ4672162zbMATH OpenOpenAlexFDO

Authors Eric Matzner-Lœber, Nicolas W. Hengartner, Marten H. Wegkamp

Publication date 29 April 2005

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00361

zbMATH Keywords

Local linear regression smootherOracle inequalityUniversal bandwidth selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Cites work

• A universally acceptable smoothing factor for kernel density estimates
• Asymptotic distribution of the errors in scalar and vector quantizers
• Minimax theory of image reconstruction
• Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes
• Risk bounds for model selection via penalization

Cited in

(30)

• Local bandwidth selection via second derivative segmentation
• Variable bandwidth and local linear regression smoothers
• Understanding past ocean circulations: a nonparametric regression case study
• Bandwidth selection for functional time series prediction
• Bandwidth selection for the local polynomial estimator under dependence: a simulation study
• An autocorrelation criterion for bandwidth selection in nonparametric regression^∗
• Bandwidth selection for power optimality in a test of equality of regression curves
• Bandwidth selection for statistical matching and prediction
• Locally modelled regression and functional data
• Calibrating the Degrees of Freedom for Automatic Data Smoothing and Effective Curve Checking
• Bootstrap bandwidth selection method for local linear estimator in exponential family models
• Model selection in nonparametric regression
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Neural networks for bandwidth selection in local linear regression of time series
• Efficient Bandwidth Selection in Non‐parametric Regression
• Rodeo: Sparse, greedy nonparametric regression
• Bandwidth Selection in Local Polynomial Regression Using Eigenvalues
• On Variable Bandwidth Selection in Local Polynomial Regression
• Local Linear Regression and the problem of dimensionality: a remedial strategy via a new locally adaptive bandwidths selector
• A nonparametric regression estimator that adapts to error distribution of unknown form
• Local generalised method of moments: an application to point process‐based rainfall models
• Bandwith selection for local polynomial estimators
• Optimal zone for bandwidth selection in semiparametric models
• Moving least squares regression for high-dimensional stochastic simulation metamodeling
• Generalized kernel regression estimator for dependent size-biased data
• Local adaptive smoothing in kernel regression estimation
• Modifying the double smoothing bandwidth selector in nonparametric regression
• scientific article; zbMATH DE number 3928119 (Why is no real title available?)
• Relative error prediction via kernel regression smoothers
• Bandwidth selection for a data sharpening estimator in nonparametric regression

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