Averaging estimators for kernel regressions

DOI10.1016/J.ECONLET.2018.07.016zbMath1402.62073OpenAlexW2184218844MaRDI QIDQ1787999

Chu-An Liu

Publication date: 8 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.07.016

zbMATH Keywords

cross-validationlocal linear estimatormodel averaginglocal constant estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions

Cites Work

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• Reducing variance in univariate smoothing
• Infinite order cross-validated local polynomial regression
• Local linear regression smoothers and their minimax efficiencies
• Finite-Sample Variance of Local Polynomials: Analysis and Solutions
• Model Selection and Model Averaging
• On bias reduction in local linear smoothing

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