Fast and simple scatterplot smoothing
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Publication:672425
DOI10.1016/0167-9473(94)00031-DzbMATH Open0875.62015OpenAlexW2005779791MaRDI QIDQ672425FDOQ672425
J. S. Marron, Wolfgang K. Härdle
Publication date: 28 February 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(94)00031-d
Cites Work
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- Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform
- Exact mean integrated squared error
- An optimal selection of regression variables
- Spline smoothing: The equivalent variable kernel method
- Averaged shifted histograms: Effective nonparametric density estimators in several dimensions
- Smoothing by weighted averaging of rounded points
Cited In (13)
- Automatic bandwidth selection for modified m-smoother∗
- Modeling epigenetic modifications under multiple treatment conditions
- Nonparametric regression with doubly truncated data
- Some theory for penalized spline generalized additive models
- Switching nonparametric regression models
- Relative error prediction via kernel regression smoothers
- Selection criteria for scatterplot smoothers
- Exact risk approaches to smoothing parameter selection
- Nonparametric regression for threshold data
- Several nonparametric and semiparametric approaches to linear mixed model regression
- REACT Scatterplot Smoothers: Superefficiency through Basis Economy
- Semiparametric estimation in single index Poisson regression: A practical approach
- Testing increasing dispersion
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