Multivariate local polynomial kernel estimators: leading bias and asymptotic distribution

DOI10.1080/07474938.2014.956615MaRDI QIDQ5863569zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

kernel estimationleading biaslocal polynomial method

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 854954 (Why is no real title available?)
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
• Functional-coefficient cointegration models
• Local polynomial estimation of nonparametric simultaneous equations models
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Multivariate local polynomial regression for estimating average derivatives
• Multivariate locally weighted least squares regression
• Multivariate regression estimation: Local polynomial fitting for time series
• Nonparametric model check based on local polynomial fitting
• 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

Describes a project that uses

Uses Software

• KernSmooth

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