Multivariate local polynomial kernel estimators: leading bias and asymptotic distribution
DOI10.1080/07474938.2014.956615zbMATH Open1491.62027OpenAlexW2094105449MaRDI QIDQ5863569FDOQ5863569
Authors: Jingping Gu, Qi Li, Jui-Chung Yang 
Publication date: 3 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2014.956615
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Cites Work
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- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Multivariate locally weighted least squares regression
- Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
- Multivariate regression estimation: Local polynomial fitting for time series
- Local polynomial estimation of nonparametric simultaneous equations models
- Functional-coefficient cointegration models
- Nonparametric model check based on local polynomial fitting
- Multivariate local polynomial regression for estimating average derivatives
- Title not available (Why is that?)
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
- THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS
Cited In (12)
- Multivariate local polynomial regression for estimating average derivatives
- The Special Issue in Honor of Aman Ullah: An Overview
- Regression estimation by local polynomial fitting for multivariate data streams
- Estimating the bias of local polynomial approximation methods using the Peano kernel
- Dynamic linear discriminant analysis in high dimensional space
- Local polynomial regression for pooled response data
- Nonparametric multiple regression estimation for circular response
- Local polynomial fitting under association
- On sufficient conditions for the consistency of local linear kernel estimators
- Recursive differencing for estimating semiparametric models
- Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function
- Non parametric regression analysis for longitudinal data with time-depending autoregressive error process
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