Automatic and asymptotically optimal data sharpening for nonparametric regression

DOI10.1016/J.JSPI.2009.05.006zbMATH Open1183.62069OpenAlexW2118616699MaRDI QIDQ730822FDOQ730822

Authors: Fang Yao, Thomas C. M. Lee 

Publication date: 1 October 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.006

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• Bandwidth selection for a data sharpening estimator in nonparametric regression
• Data sharpening methods for bias reduction in nonparametric regression.
• Data sharpening methods in multivariate local quadratic regression
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• Data sharpening on unknown manifold

zbMATH Keywords

kernel smoothingsmoothing parameter selectionasymptotic optimalityunbiased risk estimationdata sharpeningsharpening parameter selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cites Work

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• Spectral Density Estimation Using Sharpened Periodograms

Cited In (5)

• Data sharpening methods for bias reduction in nonparametric regression.
• Data sharpening in local regression guided by global constraint
• Data sharpening methods in multivariate local quadratic regression
• Bandwidth selection for a data sharpening estimator in nonparametric regression
• High-order data sharpening with dependent errors for regression bias reduction

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