Bandwidth choice for nonparametric regression

From MaRDI portal
Publication:760120

DOI10.1214/aos/1176346788zbMath0554.62035OpenAlexW1976834773MaRDI QIDQ760120

D. Kharzeev

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346788



Related Items

Nonparametric function recovering from noisy observations, Variance estimation for semiparametric regression models by local averaging, Variance estimation for integrated population models, Random approximations to some measures of accuracy in nonparametric curve estimation, Model selection for forecasting, Bayesian variants of some classical semiparametric regression techniques, Testing of linearity in a semiparametric regression model, Robust nonparametric kernel regression estimator, Near optimal weights in nonparametric regression under some common restrictions, Monte Carlo response surfaces: A comparative approach, Bandwidth selection in nonparametric regression with general errors, Bandwidth choice for differentiation, Comparison of bandwidth selectors in nonparametric regression under dependence, Regression-free and robust estimation of scale for bivariate data, On the asymptotic mean square error of \(L_ 1\) kernel estimates of smooth functions, Optimal difference-based estimation for partially linear models, Incomplete generalized \(L\)-statistics, Equipercentile equating via data-imputation techniques, Nonparametric model checks for regression, A note on strong convergence rates in nonparametric regression, Variational multiscale nonparametric regression: smooth functions, Robust plug-in bandwidth estimators in nonparametric regression, Kernel regression estimates of growth curves using nonstationary correlated errors, Nonparametric models and their estimation, Asymptotically optimal differenced estimators of error variance in nonparametric regression, Robust testing for superiority between two regression curves, Nonlinear black-box models in system identification: Mathematical foundations, Adaptation over parametric families of symmetric linear estimators, Bandwidth selection for kernel estimate with correlated noise, A simple bootstrap method for constructing nonparametric confidence bands for functions, An elementary estimator of the partial linear model, Nonparametric estimation of a log-variance function in scale-space, On the optimal choice of the number of empirical Fourier coefficients for comparison of regression curves, An interpolation method for adapting to sparse design in multivariate nonparametric regression, Correction to: On the linear combination of normal and Laplace random variables, On completely data-driven bandwidth selection for single-index models, Model checks for parametric regression models, Error variance estimation via least squares for small sample nonparametric regression, Bandwidth choice for robust nonparametric scale function estimation, Nonparametric comparison of regression curves: An empirical process approach, Minimax hypothesis testing for curve registration, Significance testing in quantile regression, Consistent estimation of linear regression models using matched~data, The negative correlations between data-determined bandwidths and the optimal bandwidth, Nonparametric benchmark analysis in risk assessment: a comparative study by simulation and data analysis, A Kolmogorov-type test for monotonicity of regression., Local asymptotics for polynomial spline regression, A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator, Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards \(F\) test truncation rule, On the consistency of the global minimizer of Mallow's criterion for nonparametric regression, Nonparametric significance testing and group variable selection, Robust estimation of error scale in nonparametric regression models, Contraction and uniform convergence of isotonic regression, Discount curve construction with tension splines, Difference-based variance estimation in nonparametric regression with repeated measurement data, Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library, On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression, Variance function estimation in multivariate nonparametric regression with fixed design, Regional residual plots for assessing the fit of linear regression models, Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach, A bootstrap test for the comparison of nonlinear time series, Nonparametric variance function estimation with missing data, Modifying the double smoothing bandwidth selector in nonparametric regression, Variance estimation for high-dimensional regression models, On a robust local estimator for the scale function in heteroscedastic nonparametric regression, A smoothing spline based test of model adequacy in polynomial regression, FDR-control in multiscale change-point segmentation, Multiple penalty regression: fitting and extrapolating a discrete incomplete multi-way layout, Difference-based estimation for error variances in repeated measurement regression models, On regression model selection for the data with correlated errors, Automatic and asymptotically optimal data sharpening for nonparametric regression, Mixing least-squares estimators when the variance is unknown, On the estimation of a monotone conditional variance in nonparametric regression, A simple nonparametric estimator of a strictly monotone regression function, Testing the equality of nonparametric regression curves, A local factor nonparametric test for trend synchronism in multiple time series, Analysis of oldest-old mortality: lifetables revisited, Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression, Validation of linear regression models, Modulation of estimators and confidence sets., Discontinuous versus smooth regression, Testing independence in nonparametric regression, Confidence sets centered at \(C_ p\)-estimators, Confidence regions for the set of global maximizers of nonparametrically estimated curves., The distance between regression models and its impact on model selection, A consistent test for the functional form of a regression based on a difference of variance estimators, An elementary nonparametric differencing test of equality of regression functions, Testing for monotonicity of a regression mean by calibrating for linear functions., On the degrees of freedom in shape-restricted regression., Multiscale testing of qualitative hypotheses, Nonparametric analysis of covariance., Nonparametric comparison of several regression functions: Exact and asymptotic theory, Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors, Signs of divided differences yield least squares data fitting with constrained monotonicity or convexity, A consistent test for heteroscedasticity in nonparametric regression based on the kernel method, Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples, Nonparametric estimation of a regression function with dependent observations, Distribution-free tests of conditional moment inequalities, Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation, A comparison of Kriging with nonparametric regression methods, COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS, Computational aspects of the kNN local linear smoothing for some conditional models in high dimensional statistics, Plug‐in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method, Comparison of difference based variance estimators for partially linear models, On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap, Efficient error variance estimation in non‐parametric regression, Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection, Two-stage variational mode decomposition approach to enhance the estimates of variance function, Identification-robust nonparametric inference in a linear IV model, Bias assessment in local regression, On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation, Equivariant variance estimation for multiple change-point model, Error variance estimation for the partially linear model, Inference for Local Parameters in Convexity Constrained Models, A Comparison of Two Bandwidth Selectors OSCV and AICc in Nonparametric Regression, Nonparametric measures of variance explained, Data-driven decomposition of seasonal time series, A study of local linear ridge regression estimators, Autocovariance Estimation in Regression with a Discontinuous Signal and m‐Dependent Errors: A Difference‐Based Approach, Triple smoothing estimation of the regression function and its derivatives in nonparametric regression, Non-parametric estimation of residual moments and covariance, Unnamed Item, Goodness of fit test for isotonic regression, An autocorrelation criterion for bandwidth selection in nonparametric regression, On variance function estimation with quadratic forms, Testing for no effect in nonparametric regression, Cross-validation in nonparametric regression with outliers, A comparative study of monotone nonparametric kernel estimates, DOUBLE SMOOTHING ESTIMATION OF THE MULTIVARIATE REGRESSION FUNCTION IN NONPARAMETRIC REGRESSION, ASYMPTOTIC STABILITY OF THE OSCV SMOOTHING PARAMETER SELECTION, Automatic Smoothing and Estimation in Single Index Poisson Regression, Covariate Adjusted Correlation Analysis with Application to FMR1 Premutation Female Carrier Data, Optimal difference-based variance estimators in time series: a general framework, Data-driven rate-optimal specification testing in regression models, Algorithms for multidimensional semiparametric glm's, The Selection of Window Widths in Kernel Nonparametric Regression, Making robust the cross-validatory choice of smoothing parameter in spline smoothing regression, Outlier detection using difference-based variance estimators in multiple regression, Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function, Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification, Bandwidth matrix selectors for kernel regression, Optimal variance estimation based on lagged second-order difference in nonparametric regression, Kernel estimation of regression function gradient, Nonparametric estimation and inference under shape restrictions, Estimation of change-points in a nonparametric regression function through kernel density estimation, Empirical risk minimization as parameter choice rule for general linear regularization methods, Binned modified cross–validation with dependent errors, Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth, Outlier detection in non-parametric profile monitoring, Testing for local covariate trend effects in volatility models, A bootstrap version of the residual-based smooth empirical distribution function, Determination of the smoothing parameter of an unbiased estimator of the efficiency function in the dose-effect relationships, Test for the choice of approximative models in nonlinear regression when the variance is unknown, Effect of mean on variance function estimation in nonparametric regression, ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES, The effect of the smoothness of the regression function on a bandwidth selector in nonparametric regression, Two tests for heterocedasticity in nonparametric regression, Optimal variance estimation without estimating the mean function, Extensions of smoothing via taut strings, A difference based approach to the semiparametric partial linear model, An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models, Variance estimation in nonparametric regression with jump discontinuities, Local Fourier tests for structural change based on residuals, An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method, Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy, Goodness-of-fit tests for nonlinear heteroscedastic regression models, On variance estimation under shifts in the mean, A nonlinear gaussian filter applied to images with discontinuities, Convergence rates of empirical block length selectors for block bootstrap, Bandwidth selection: Classical or plug-in?, Model robust regression: combining parametric, nonparametric, and semiparametric methods, Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence, Asymptotic approximation of nonparametric regression experiments with unknown variances, A note on estimating a smooth monotone regression by combining kernel and density estimates, Testing for Lack of Fit in Inverse Regression—with Applications to Biophotonic Imaging, Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals, Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach, Variance estimation in nonparametric regression via the difference sequence method, Testing the monotonicity or convexity of a function using regression splines, AnL2point of view in testing monotone regression, Confidence intervals for nonparametric regression, Optimal estimation of variance in nonparametric regression with random design, Rodeo: Sparse, greedy nonparametric regression, A simple root n bandwidth selector for nonparametric regression, New view on smoothing parameter selector in function estimation, IDENTIFICATION OF RATE CONSTANTS AND NONOBSERVABLE ABSORPTION SPECTRA IN NONLINEAR BIOCHEMICAL REACTION DYNAMICS, A finite sample comparison of nonparametric estimates of the effective dose in quantal bioassay, Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns, Asymptotic fluctuations of mutagrams, Robust estimators of high order derivatives of regression functions, Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression, Estimating residual variance in random forest regression, The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations, Maximum likelihood method for bandwidth selection in kernel conditional density estimate, Fast and Accurate Inference for the Smoothing Parameter in Semiparametric Models, A covariate-matched estimator of the error variance in nonparametric regression, User-friendly covariance estimation for heavy-tailed distributions, Selection of bandwidth for kernel regression, TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS, REGRESSION SMOOTHING PARAMETER SELECTION USING CROSS RESIDUALS SUM, Difference-based variance estimator for nonparametric regression in complex surveys, Adjusted Confidence Bands for Complex Survey Data, Estimation of a change point in the variance function based on the χ2-distribution, Confidence intervals for multiple isotonic regression and other monotone models, Understanding past ocean circulations: a nonparametric regression case study, Local linear extrapolation, On bandwidth selection problems in nonparametric trend estimation under martingale difference errors, Relative Errors of Difference-Based Variance Estimators in Nonparametric Regression, Testing model assumptions in multivariate linear regression models, Statistical inference for multivariate partially linear regression models, Sequential design for response curve estimation, A least squares method for variance estimation in heteroscedastic nonparametric regression, Outlier Resistant Estimation in Difference-Based Semiparametric Partially Linear Models, Test of Significance in order selection, Bandwidth selection in robust smoothing, Considerations for optimal nonparametric regression under a generalizederror structure, An overview of model-robust regression, A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method, A note on Stein-type shrinkage estimator in partial linear models, Robust scale estimation under shifts in the mean, Jackknife model averaging for quantile regressions