Multivariate Bandwidth Selection for Local Linear Regression

DOI10.1111/1467-9868.00203MaRDI QIDQ4935285zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

multivariate local linear regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cited in

(32)

• Finite nonparametric grach model for foreign exchange volatility
• 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
• Data-driven local bandwidth selection for additive models with missing data
• A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS
• 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
• Asymptotics and optimal bandwidth for nonparametric estimation of density level sets
• Non‐parametric Quantile Regression with Censored Data
• 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
• Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property
• Nonparametric multiple regression estimation for circular response
• Bandwidth selection for a data sharpening estimator in nonparametric regression
• Root n bandwidths selectors in multivariate kernel density estimation
• 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
• On variance-stabilizing multivariate non parametric regression estimation
• Local Linear Regression and the problem of dimensionality: a remedial strategy via a new locally adaptive bandwidths selector
• A nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selector
• Bandwidth selection for kernel binomial regression

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