On Variance-Stabilizing Multivariate Non Parametric Regression Estimation

DOI10.1080/03610926.2013.775298zbMath1329.62173OpenAlexW2074656263MaRDI QIDQ3462358

Kiheiji Nishida, Yuichiro Kanazawa

Publication date: 5 January 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2241/00125987

zbMATH Keywords

local linear estimatorbandwidth selectionlocal variable bandwidthvariance-stabilization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (2)

Skewing methods for variance-stabilizing local linear regression estimation ⋮ Bayesian variance-stabilizing kernel density estimation using conjugate prior

Cites Work

• Hellinger distance and Akaike's information criterion for the histogram
• Random approximations to some measures of accuracy in nonparametric curve estimation
• An optimal variable cell histogram based on the sample spacings
• Variable bandwidth and local linear regression smoothers
• Hellinger distance and Kullback-Leibler loss for the kernel density estimator
• Multivariate locally weighted least squares regression
• Efficient estimation of conditional variance functions in stochastic regression
• ON THE ASYMPTOTIC EQUIVALENCE OF HELLINGER DISTANCE AND KULLBACK-LEIBLER LOSS
• Multivariate Bandwidth Selection for Local Linear Regression
• On Non-Parametric Estimates of Density Functions and Regression Curves
• Remarks on Non-Parametric Estimates for Density Functions and Regression Curves
• On the Estimation of the Probability Density, I

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