Variable bandwidth and local linear regression smoothers
From MaRDI portal
Recommendations
- Bandwidth Selection for Local Linear Regression Smoothers
- Local and Variable Bandwidths and Local Linear Regression
- Smooth Location-Dependent Bandwidth Selection for Local Polynomial Regression
- Bandwidth selection for local linear regression
- scientific article; zbMATH DE number 954499
- On Variable Bandwidth Selection in Local Polynomial Regression
Cited in
(only showing first 100 items - show all)- Robust estimation of multivariate regression model
- Nonparametric density estimation for multivariate bounded data
- Error process indexed by bandwidth matrices in multivariate local linear smoothing
- Kriging by local polynomials.
- On kernel density estimation near endpoints
- Locally parametric nonparametric density estimation
- Change point estimation using nonparametric regression
- On identity reproducing nonparametric regression estimators
- On automatic boundary corrections
- Local parametric analysis of hedging in discrete time
- Multivariate regression estimation: Local polynomial fitting for time series
- A comparison of local constant and local linear regression quantile estimators
- An interpolation method for adapting to sparse design in multivariate nonparametric regression
- Local polynomial fitting under association
- Nonparametric prediction by conditional median and quantiles
- Comparison of presmoothing methods in kernel density estimation under censoring
- Nonparametric model check based on local polynomial fitting
- Recursive local polynomial regression under dependence conditions
- Variable bandwidth selection in varying-coefficient models
- Local nonlinear least squares: using parametric information in nonparametric regression
- Local linear regression estimation for time series with long-range dependence
- Domain selection for the varying coefficient model via local polynomial regression
- Generalized nonparametric smoothing with mixed discrete and continuous data
- Gradient-based bandwidth selection for estimating average derivatives
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects
- Variable bandwidth local maximum likelihood type estimation for diffusion processes
- Fixed point method to analyze differences between Hipparcos and ICRF2
- Testing treatment effect heterogeneity in regression discontinuity designs
- Direct estimation of low-dimensional components in additive models.
- Regression-type inference in nonparametric autoregression
- Change point estimation for a weakly dependent sequence
- Change point estimation by local linear smoothing
- Nonparametric regression estimation with missing data
- Nonlinear black-box models in system identification: Mathematical foundations
- Smoothing bias in the measurement of marginal effects
- A nonparametric random effects estimator
- Local bandwidth selection via second derivative segmentation
- Varying coefficient model for modeling diffusion tensors along white matter tracts
- Asymptotic normality of a combined regression estimator
- Variable bandwidth and one-step local \(M\)-estimator
- A bioequivalence test by the direct comparison of concentration-versus-time curves using local polynomial smoothers
- Asymptotic properties of Dirichlet kernel density estimators
- Efficient estimation for the volatility of stochastic interest rate models
- Statistical inference on uncertain nonparametric regression model
- Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring
- A penalized h-likelihood variable selection algorithm for generalized linear regression models with random effects
- Composite support vector quantile regression estimation
- A nonparametric Bayesian methodology for regression discontinuity designs
- The local linear \(M\)-estimation with missing response data
- Asymptotics for nonparametric and semiparametric fixed effects panel models
- Adaptive estimation for varying coefficient models
- Local linear spatial regression
- Nonparametric estimation of the marginal effect in fixed-effect panel data models
- Confidence intervals of variance functions in generalized linear model
- Change point estimation by local linear smoothing under a weak dependence condition
- Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation
- Simple and efficient improvements of multivariate local linear regression
- Lazy lasso for local regression
- The nonparametric estimation of long memory spatio-temporal random field models
- Rate optimal estimation with the integration method in the presence of many covariates
- Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
- Local regression smoothers with set-valued outcome data
- Methodology for nonparametric bias reduction in kernel regression estimation
- A method of estimating the average derivative
- Local and Variable Bandwidths and Local Linear Regression
- Convergence rates for uniform confidence intervals based on local polynomial regression estimators
- Inflation and growth in the long run: a New Keynesian theory and further semiparametric evidence
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines
- Large sample results for varying kernel regression estimates
- Adaptively weighted kernel regression
- Local linear regression for non grid spatiotemporal models with autoregressive errors
- Nonparametric estimation of volatility function with variable bandwidth parameter
- Local multiplicative bias correction for asymmetric kernel density estimators
- Prediction for spatio-temporal models with autoregression in errors
- Introduction to the variance-stabilizing bandwidth for the Nadaraya-Watson regression estimator
- Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
- Switching nonparametric regression models
- Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models
- Generalised kernel smoothing for non-negative stationary ergodic processes
- Identifying the average treatment effect in ordered treatment models without unconfoundedness
- Bias correction estimation for a continuous-time asset return model with jumps
- scientific article; zbMATH DE number 426239 (Why is no real title available?)
- Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
- Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence
- Modification for boundary effects and jump points in nonparametric regression
- A regression point of view toward density estimation
- Optimal neighborhoods for local regression in the bivariate case
- Nonparametric \(M\)-type regression estimation under missing response data
- On variance-stabilizing multivariate non parametric regression estimation
- On semiparametric mode regression estimation
- Locally modelled regression and functional data
- Multiplicative adjustment method for semiparametric regression with mixing dependent data
- On higher order kernels
- Optimal categorization
- Nonparametric quasi-likelihood for right censored data
- Comparison of two response curve estimators
- Variable bandwidth in nonparametric regression∗
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Nonparametric regression estimation at design poles and zeros
- Multivariate regression estimation: Local polynomial fitting for time series
This page was built for publication: Variable bandwidth and local linear regression smoothers
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1208657)
