Nonparametric estimation of quadratic regression functionals

DOI10.2307/3318450zbMath0938.62041OpenAlexW2016933717MaRDI QIDQ1962759

Li-Shan Huang, Jianqing Fan

Publication date: 13 June 2000

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1171290405

zbMATH Keywords

asymptotic normalitylocal polynomial regressionequivalent kernels

Mathematics Subject Classification ID

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

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Sharp adaptive estimation of quadratic functionals ⋮ Model Checks in Inverse Regression Models with Convolution-Type Operators ⋮ Numerical Discretization-Based Estimation Methods for Ordinary Differential Equation Models via Penalized Spline Smoothing with Applications in Biomedical Research ⋮ Estimation of a quadratic regression functional using the sinc kernel ⋮ Functional Estimation and Change Detection for Nonstationary Time Series ⋮ Estimating linear and quadratic forms via indirect observations ⋮ Time-varying coefficient estimation in differential equation models with noisy time-varying covariates ⋮ An omnibus test of goodness-of-fit for conditional distributions with applications to regression models ⋮ An optimal choice for the bandwidth parameter in local polynomial estimation of the conditional distribution function ⋮ Optimal estimation of variance in nonparametric regression with random design ⋮ Local quasi-likelihood with a parametric guide ⋮ A global test of goodness-of-fit for the conditional distribution function

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