Adaptive nonparametric estimation of a multivariate regression function

DOI10.1016/0047-259X(87)90151-5zbMath0653.62030MaRDI QIDQ1107923

Y. P. Mack, Hans-Georg Müller

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitybandwidthkernel estimationvariancetightnessbiasminimum mean squared erroradaptive estimatesdata- driven local scalingefficient data-driven consistent estimationmultivariate regression functionnearest-neighbor-type estimatesvariance- stabilizing estimates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

Related Items

The approximate distribution of nonparametric regression estimates, Locally adaptive hazard smoothing, Universal weighted kernel-type estimators for some class of regression models, Location-adaptive density estimation and nearest-neighbor distance, On the almost everywhere properties of the kernel regression estimate, BIAS-CORRECTED CONFIDENCE INTERVALS FOR WILDLIFE ABUNDANCE ESTIMATION, Multivariate data-driven k-NN function estimation, Error process indexed by bandwidth matrices in multivariate local linear smoothing

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