Optimal zone for bandwidth selection in semiparametric models

DOI10.1080/10485252.2010.533768zbMath1228.62048OpenAlexW2018641346MaRDI QIDQ3106419

Wenyang Zhang, Zhengxiao Wu, Jia-Liang Li

Publication date: 21 December 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2010.533768

zbMATH Keywords

cross-validationasymptotic mean square erroroptimal bandwidthTaylor series expansionNeumann series approximation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (13)

Robust ridge estimator in restricted semiparametric regression models ⋮ Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion ⋮ A New Functional Estimation Procedure for Varying Coefficient Models ⋮ Estimation and model selection in a class of semiparametric models for cluster data ⋮ Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data ⋮ Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model ⋮ Feasible robust estimator in restricted semiparametric regression models based on the LTS approach ⋮ Varying coefficient functional autoregressive model with application to the U.S. treasuries ⋮ Optimal partial ridge estimation in restricted semiparametric regression models ⋮ Shrinkage ridge estimators in semiparametric regression models ⋮ Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity ⋮ Least trimmed squares ridge estimation in partially linear regression models ⋮ Ridge-type pretest and shrinkage estimations in partially linear models

Uses Software

• SemiPar

Cites Work

• Local polynomial fitting in semivarying coefficient model
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Statistical estimation in varying coefficient models
• Variable bandwidth selection in varying-coefficient models
• Linear models. Least squares and alternatives.
• Estimation of the covariance matrix of random effects in longitudinal studies
• Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
• Efficient estimation for semivarying-coefficient models
• Semiparametric Residuals and Analysis for a Scleroderma Clinical Trial
• Asymptotic Statistics
• Semiparametric Regression
• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function

This page was built for publication: Optimal zone for bandwidth selection in semiparametric models