Local linear smoothers using asymmetric kernels

DOI10.1023/A:1022422002138zbMath1012.62032OpenAlexW1592772684MaRDI QIDQ1868292

Song Xi Chen

Publication date: 27 April 2003

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022422002138

zbMATH Keywords

gamma kernelsnonparametric regressionlocal linear smootherbeta kernelssparse region

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items (14)

Local multiplicative bias correction for asymmetric kernel density estimators ⋮ Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel ⋮ Adaptive nonparametric regression on finite support ⋮ Estimation and inference in regression discontinuity designs with asymmetric kernels ⋮ Nonparametric density estimation for positive time series ⋮ Local linear double and asymmetric kernel estimation of conditional quantiles ⋮ Asymptotic results in gamma kernel regression ⋮ Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels ⋮ CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA ⋮ Generalised kernel smoothing for non-negative stationary ergodic processes ⋮ Asymptotic properties of Dirichlet kernel density estimators ⋮ Efficient estimation for the volatility of stochastic interest rate models ⋮ Bias free threshold estimation for jump intensity function ⋮ Large sample results for varying kernel regression estimates

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