Local Walsh-average regression

DOI10.1016/J.JMVA.2011.12.003MaRDI QIDQ765825zbMATH OpenOpenAlexFDO

Authors Long Feng, Changliang Zou, Zhaojun Wang

Publication date 22 March 2012

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2011.12.003

zbMATH Keywords

asymptotic efficiencylocal composite quantile estimatorlocal polynomial regressionrobust nonparametric regressionWalsh-average regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• An Effective Bandwidth Selector for Local Least Squares Regression
• Composite quantile regression and the oracle model selection theory
• Design-adaptive Nonparametric Regression
• Estimates of Location Based on Rank Tests
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• Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression
• Local linear regression smoothers and their minimax efficiencies
• Local rank inference for varying coefficient models
• On curve estimation by minimizing mean absolute deviation and its implications
• On Estimation of a Probability Density Function and Mode
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Shrinkage estimation of the varying coefficient model
• Variable bandwidth and one-step local \(M\)-estimator

Cited in

(22)

• Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
• Pairwise distance-based tests for conditional symmetry
• Local Walsh-average-based estimation and variable selection for single-index models
• Extrapolation estimation in parametric regression models with measurement error
• Robust comparison of regression curves
• Walsh-average based variable selection for varying coefficient models
• Two-stage local Walsh average estimation of generalized varying coefficient models
• Local Walsh-average regression for semiparametric varying-coefficient models
• Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression
• Quantile regression estimation for distortion measurement error data
• Dimension reduction via local rank regression
• Local rank estimation and related test for varying-coefficient partially linear models
• Local averaging of heterogeneous regression models
• Local Walsh-average regression for single index varying coefficient models
• Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models
• Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
• Robust nonparametric regression: a review
• Nonparametric Dynamic Curve Monitoring
• A robust nonparametric test for conditional symmetry in high dimension
• Local Walsh-average regression for spatial autoregression single index varying coefficient models
• Conditional symmetry test based on empirical characteristic function
• Robust estimation for dynamic single index varying coefficient models

Describes a project that uses

Uses Software

• wwcode

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