Double-smoothing for bias reduction in local linear regression

DOI10.1016/j.jspi.2008.06.011zbMath1156.62047OpenAlexW1966491567MaRDI QIDQ1007487

Li-Shan Huang, Hua He

Publication date: 20 March 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.06.011

zbMATH Keywords

asymptotic biaslocal polynomial regressionasymptotic variancemean square errornonparametric regressionedge effect

Mathematics Subject Classification ID

Related Items (6)

Statistical inference in the partial linear models with the double smoothing local linear regression method ⋮ Double smoothing local linear estimation in nonlinear time series ⋮ Bias assessment in local regression ⋮ Calibration with low bias ⋮ Global adaptive smoothing regression ⋮ Double-smoothing for varying coefficient models

Uses Software

• KernSmooth
• SemiPar

Cites Work

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• Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression
• On automatic boundary corrections
• Information-theoretic determination of minimax rates of convergence
• Smoothing methods in statistics
• Local linear regression smoothers and their minimax efficiencies
• Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives
• On bias reduction in local linear smoothing
• Semiparametric Regression

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