Local Walsh-average regression
DOI10.1016/J.JMVA.2011.12.003zbMATH Open1297.62087OpenAlexW1989189130MaRDI QIDQ765825FDOQ765825
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
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asymptotic efficiencylocal polynomial regressionrobust nonparametric regressionlocal composite quantile estimatorWalsh-average regression
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
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- Design-adaptive Nonparametric Regression
- On Estimation of a Probability Density Function and Mode
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
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- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Shrinkage estimation of the varying coefficient model
- Composite quantile regression and the oracle model selection theory
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- Local rank inference for varying coefficient models
- Variable bandwidth and one-step local \(M\)-estimator
- On curve estimation by minimizing mean absolute deviation and its implications
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Cited In (17)
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors 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
- Quantile regression estimation for distortion measurement error data
- Local rank estimation and related test for varying-coefficient partially linear models
- Local Walsh-average-based estimation and variable selection for single-index models
- Walsh-average based variable selection for varying coefficient models
- Robust nonparametric regression: a review
- Two-stage local Walsh average estimation of generalized varying coefficient models
- Local Walsh-average regression for semiparametric varying-coefficient models
- Nonparametric Dynamic Curve Monitoring
- Extrapolation estimation in parametric regression models with measurement error
- Pairwise distance-based tests for conditional symmetry
- Robust comparison of regression curves
- Dimension reduction via local rank regression
- Local averaging of heterogeneous regression models
- Local Walsh-average regression for single index varying coefficient models
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