Bandwidth Selection for Local Linear Regression Smoothers

DOI10.1111/1467-9868.00361zbMATH Open1067.62038OpenAlexW2069374968MaRDI QIDQ4672162FDOQ4672162

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

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zbMATH Keywords

Local linear regression smootherOracle inequalityUniversal bandwidth selection

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (30)

• Local generalised method of moments: an application to point process‐based rainfall models
• Local adaptive smoothing in kernel regression estimation
• Modifying the double smoothing bandwidth selector in nonparametric regression
• Variable bandwidth and local linear regression smoothers
• Model selection in nonparametric regression
• A nonparametric regression estimator that adapts to error distribution of unknown form
• Relative error prediction via kernel regression smoothers
• Bandwidth selection for functional time series prediction
• Bandwidth selection for statistical matching and prediction
• Understanding past ocean circulations: a nonparametric regression case study
• An autocorrelation criterion for bandwidth selection in nonparametric regression^∗
• Bandwidth selection for the local polynomial estimator under dependence: a simulation study
• Moving least squares regression for high-dimensional stochastic simulation metamodeling
• Calibrating the Degrees of Freedom for Automatic Data Smoothing and Effective Curve Checking
• Bandwidth Selection in Local Polynomial Regression Using Eigenvalues
• Bandwidth selection for a data sharpening estimator in nonparametric regression
• Efficient Bandwidth Selection in Non‐parametric Regression
• Optimal zone for bandwidth selection in semiparametric models
• Local bandwidth selection via second derivative segmentation
• Bandwidth selection for power optimality in a test of equality of regression curves
• Neural networks for bandwidth selection in local linear regression of time series
• Generalized kernel regression estimator for dependent size-biased data
• Rodeo: Sparse, greedy nonparametric regression
• Local Linear Regression and the problem of dimensionality: a remedial strategy via a new locally adaptive bandwidths selector
• Locally modelled regression and functional data
• Bootstrap bandwidth selection method for local linear estimator in exponential family models
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Bandwith selection for local polynomial estimators
• On Variable Bandwidth Selection in Local Polynomial Regression
• Title not available (Why is that?)

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