Multivariate Bandwidth Selection for Local Linear Regression
DOI10.1111/1467-9868.00203zbMATH Open0952.62039OpenAlexW2043532767WikidataQ61865785 ScholiaQ61865785MaRDI QIDQ4935285FDOQ4935285
Authors: Rolf Tschernig, L. Yang 
Publication date: 31 January 2000
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/10.1111/1467-9868.00203
Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)
Cited In (32)
- Modified spline regression based on randomly right-censored data: A comparative study
- Identification of Non-Linear Additive Autoregressive Models
- A semiparametric GARCH model for foreign exchange volatility
- A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS
- Data-driven local bandwidth selection for additive models with missing data
- Nonparametric inference based on conditional moment inequalities
- Multivariate local fitting with general basic functions
- Computational aspects in local image denoising and reconstruction with correlated errors
- The choice of smoothing parameter in nonparametric regression through wild bootstrap
- Bandwidth matrix selectors for kernel regression
- Non‐parametric Quantile Regression with Censored Data
- Asymptotics and optimal bandwidth for nonparametric estimation of density level sets
- Nonparametric Multistep-Ahead Prediction in Time Series Analysis
- Derivative estimation and testing in generalized additive models
- A similarity-based approach to prediction
- Kernel estimation of multivariate cumulative distribution function
- Nonparametric multiple regression estimation for circular response
- Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property
- Root n bandwidths selectors in multivariate kernel density estimation
- Bandwidth selection for a data sharpening estimator in nonparametric regression
- Simple and efficient improvements of multivariate local linear regression
- Autoregressive coefficient estimation in nonparametric analysis
- An Adaptive Estimation of Dimension Reduction Space
- Kernel estimation of regression function gradient
- Nonparametric Mean Estimation with Missing Data
- Statistical inference for the nonparametric and semiparametric hidden Markov model via the composite likelihood approach
- Smooth simultaneous confidence bands for cumulative distribution functions
- Local Linear Regression and the problem of dimensionality: a remedial strategy via a new locally adaptive bandwidths selector
- On variance-stabilizing multivariate non parametric regression estimation
- A nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selector
- Bandwidth selection for kernel binomial regression
- Finite nonparametric grach model for foreign exchange volatility
This page was built for publication: Multivariate Bandwidth Selection for Local Linear Regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4935285)
