Estimation of the bandwidth parameter in Nadaraya-Watson kernel non-parametric regression based on universal threshold level

DOI10.1080/03610918.2021.1884719MaRDI QIDQ6171871zbMATH OpenOpenAlexFDO

Authors Taha Hussein Ali

Publication date 18 July 2023

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2021.1884719

zbMATH Keywords

bandwidth parameternon-parametric regressionNW kernel estimatoruniversal threshold

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Consistency and robustness of kernel-based regression in convex risk minimization
• scientific article; zbMATH DE number 4054836 (Why is no real title available?)
• scientific article; zbMATH DE number 46694 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Local composite quantile regression smoothing for Harris recurrent Markov processes
• Modification of the adaptive Nadaraya-Watson kernel method for nonparametric regression (simulation study)
• Nonparametric and semiparametric models.
• On bandwidth variation in kernel estimates. A square root law
• On the adaptive Nadaraya-Watson kernel regression estimators

Cited in

(4)

• Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data
• Optimizing bandwidth parameter estimation for non-parametric regression using fixed-form threshold with Dmey and Coiflet wavelets
• Remediating contamination of multivariate linear models using Hampel and wavelets filters
• Finding partial and global optimal combinations for generalized non-parametric regressions

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