A multiplicative bias reduction method for nonparametric regression
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Publication:1324598
DOI10.1016/0167-7152(94)90102-3zbMath0791.62043OpenAlexW2087724786MaRDI QIDQ1324598
Jens Perch Nielsen, Oliver B. Linton
Publication date: 24 May 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)90102-3
simulation studynonparametric regressionpre-whiteningpositive kernelshigher order kernel methodmultiplicative bias reducing estimatoroptimal pointwise convergence rate
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Cites Work
- Estimation of heteroscedasticity in regression analysis
- Variable bandwidth kernel estimators of regression curves
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Design-adaptive Nonparametric Regression
- A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation
