Bandwidth choice for nonparametric regression
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- scientific article; zbMATH DE number 3969896
- Optimal bandwidth selection in nonparametric regression function estimation
- Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression
- On the Choice of the Bandwidth in Kernel Nonparametric Regression
- Adaptive Bandwidth Choice for Kernel Regression
Cited in
(only showing first 100 items - show all)- Mixing least-squares estimators when the variance is unknown
- Bandwidth selection for a data sharpening estimator in nonparametric regression
- Testing independence in nonparametric regression
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- A comparison of Kriging with nonparametric regression methods
- Optimal bandwidth selection in nonparametric regression function estimation
- Nonparametric function recovering from noisy observations
- Random approximations to some measures of accuracy in nonparametric curve estimation
- Model selection for forecasting
- Bandwidth choice for differentiation
- On the asymptotic mean square error of \(L_ 1\) kernel estimates of smooth functions
- Bandwidth selection for kernel estimate with correlated noise
- 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
- Some stabilized bandwidth selectors for nonparametric regression
- An elementary nonparametric differencing test of equality of regression functions
- Consistent bandwidth selection for kernel binary regression
- Nonparametric comparison of several regression functions: Exact and asymptotic theory
- Nonparametric estimation of a regression function with dependent observations
- Testing of linearity in a semiparametric regression model
- 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
- Comparison of bandwidth selectors in nonparametric regression under dependence
- Regression-free and robust estimation of scale for bivariate data
- Incomplete generalized L-statistics
- Nonparametric model checks for regression
- Robust plug-in bandwidth estimators in nonparametric regression
- Kernel regression estimates of growth curves using nonstationary correlated errors
- A simple nonparametric estimator of a strictly monotone regression function
- An elementary estimator of the partial linear model
- An interpolation method for adapting to sparse design in multivariate nonparametric regression
- Nonparametric comparison of regression curves: An empirical process approach
- A Kolmogorov-type test for monotonicity of regression.
- Local asymptotics for polynomial spline regression
- FDR-control in multiscale change-point segmentation
- A consistent test for the functional form of a regression based on a difference of variance estimators
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- 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
- Variance estimation for semiparametric regression models by local averaging
- Variance estimation for integrated population models
- Optimal difference-based estimation for partially linear models
- Variational multiscale nonparametric regression: smooth functions
- Asymptotically optimal differenced estimators of error variance in nonparametric regression
- Robust testing for superiority between two regression curves
- Consistent estimation of linear regression models using matched~data
- On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
- Testing the equality of nonparametric regression curves
- 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
- 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
- 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.
- Signs of divided differences yield least squares data fitting with constrained monotonicity or convexity
- Bayesian variants of some classical semiparametric regression techniques
- Equipercentile equating via data-imputation techniques
- A note on strong convergence rates in nonparametric regression
- Nonlinear black-box models in system identification: Mathematical foundations
- Model checks for parametric regression models
- Minimax hypothesis testing for curve registration
- Significance testing in quantile regression
- Extensions of smoothing via taut strings
- A difference based approach to the semiparametric partial linear model
- Goodness-of-fit tests for nonlinear heteroscedastic regression models
- Bandwidth selection: Classical or plug-in?
- Optimal estimation of variance in nonparametric regression with random design
- The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations
- Confidence intervals for multiple isotonic regression and other monotone models
- On bandwidth selection problems in nonparametric trend estimation under martingale difference errors
- Optimal difference-based variance estimators in time series: a general framework
- Empirical risk minimization as parameter choice rule for general linear regularization methods
- Testing for local covariate trend effects in volatility models
- On variance estimation under shifts in the mean
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach
- Estimating residual variance in random forest regression
- Maximum likelihood method for bandwidth selection in kernel conditional density estimate
- User-friendly covariance estimation for heavy-tailed distributions
- A least squares method for variance estimation in heteroscedastic nonparametric regression
- Jackknife model averaging for quantile regressions
- On variance function estimation with quadratic forms
- Testing for no effect in nonparametric regression
- Cross-validation in nonparametric regression with outliers
- Data-driven rate-optimal specification testing in regression models
- Bandwidth matrix selectors for kernel regression
- Optimal variance estimation based on lagged second-order difference in nonparametric regression
- Nonparametric estimation and inference under shape restrictions
- Effect of mean on variance function estimation in nonparametric regression
- Two tests for heterocedasticity in nonparametric regression
- Optimal variance estimation without estimating the mean function
- Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy
- Convergence rates of empirical block length selectors for block bootstrap
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