Stable and bias-corrected estimation for nonparametric regression models
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Cites work
- A unified jackknife theory for empirical best prediction with \(M\)-estimation
- Consistent nonparametric regression from recursive partitioning schemes
- Data sharpening methods for bias reduction in nonparametric regression.
- Direct estimation of low-dimensional components in additive models.
- Estimating residual variance in nonparametric regression using least squares
- Exact mean integrated squared error
- Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 3471414 (Why is no real title available?)
- Jackknife, bootstrap and other resampling methods in regression analysis
- Linear smoothers and additive models
- Locally parametric nonparametric density estimation
- Multivariate locally weighted least squares regression
- Nonparametric density estimation with a parametric start
- Nonparametric estimation of an additive model with a link function
- Nonparametric smoothing and lack-of-fit tests
- Semiparametric density estimation by local \(L_ 2\)-fitting.
Cited in
(9)- Nonparametric regression with parametric help
- GMM and misspecification correction for misspecified models with diverging number of parameters
- A Class of Improved Parametrically Guided Nonparametric Regression Estimators
- scientific article; zbMATH DE number 3940430 (Why is no real title available?)
- A bias corrected nonparametric regression estimator
- A composite method for bias-corrected and robust kernel estimators
- Global debiased DC estimations for biased estimators via pro forma regression
- Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property
- Simulation-based two-stage estimation for multiple nonparametric regression
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