Versions of Kernel-Type Regression Estimators

DOI10.2307/2290908MaRDI QIDQ4314938zbMATH OpenOpenAlexFDO

Authors M. C. Jones, Steve Davies, Byeong U. Park

Publication date 19 January 1995

Full work available at URL https://doi.org/10.2307/2290908

zbMATH Keywords

smoothingNadaraya-Watson estimatorPriestly-Chao estimatordesign densityrandom design caseGasser-Müller estimatorkernel-type regression estimatorskernel-weighted local linear fittingnuisance density function

Mathematics Subject Classification ID

Density estimation (62G07)

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Cited in

(47)

• The asymptotic normality of internal estimator for nonparametric regression
• General tests of conditional independence based on empirical processes indexed by functions
• Marker dependent kernel hazard estimation from local linear estimation
• Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results
• Conditional quantile estimation by local logistic regression
• Methodology for nonparametric regression from independent sources
• A new version of the gasser-mueller estimator
• Monotonicity preservation properties of kernel regression estimators
• Statistical tests in the partially linear additive regression models
• On combining independent nonparametric regression estimators
• Asymptotic properties of conditional U -statistics using delta sequences
• Universal weighted kernel-type estimators for some class of regression models
• Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data
• On identity reproducing nonparametric regression estimators
• Density adjusted kernel smoothers for random design nonparametric regression
• Additive Regression Model for Continuous Time Processes
• Uniform convergence of estimator for nonparametric regression with dependent data
• Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
• Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion
• Strong consistency of the internal estimator of nonparametric regression with dependent data
• An efficient marginal integration estimator of a semiparametric additive modelling
• On internally corrected and symmetrized kernel estimators for nonparametric regression
• Non-parametric estimation of operational risk losses adjusted for under-reporting
• Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation
• Mean square convergence for estimators of additive regression under random censorship
• Kernel regression estimation for LTRC and associated data
• Uniform convergence of the estimator of an additive regression function under random censorship
• THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS
• Comparison of non-parametric regression functions through their cumulatives
• Kernel estimation of a partially linear additive model
• Efficient estimation of an additive quantile regression model
• The choice of weights in kernel regression estimation
• Frontier estimation using kernel smoothing estimators with data transformation
• Weighted nonparametric regression
• Testing the capital asset pricing model with local maximum likelihood methods
• Asymptotic normality of the additive regression components for continuous time processes
• Kernel Estimators for Univariate Binary Regression
• On Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptions
• Kernel regression estimators for signal recovery
• Comparison of two response curve estimators
• A powerful nonparametric test of the effect of dementia duration on mortality
• Testing additivity in nonparametric regression under random censorship
• Locally parametric nonparametric density estimation
• Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
• Weak consistency for the nonparametric kernel regression estimator based on negatively associated random errors
• Testing increasing dispersion
• Variable bandwidth in nonparametric regression^∗

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