Local Polynomial Regression and Simulation–Extrapolation
From MaRDI portal
Publication:4665828
DOI10.1046/j.1369-7412.2003.05282.xzbMath1062.62071OpenAlexW2165967940MaRDI QIDQ4665828
David Ruppert, John Staudenmayer
Publication date: 11 April 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1046/j.1369-7412.2003.05282.x
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Related Items
Varying-coefficient single-index measurement error model, Extrapolation estimation for nonparametric regression with measurement error, SIMEX and standard error estimation in semiparametric measurement error models, Asymptotics for TAYLEX and SIMEX estimators in deconvolution of densities, Estimating smooth distribution function in the presence of heteroscedastic measurement errors, Low Order Approximations in Deconvolution and Regression with Errors in Variables, Nonparametric Kernel Methods with Errors-in-Variables: Constructing Estimators, Computing them, and Avoiding Common Mistakes, Jump detection in generalized error-in-variables regression with an application to Australian health tax policies, Parametrically Assisted Nonparametric Estimation of a Density in the Deconvolution Problem, A mixed model approach to measurement error in semiparametric regression, Nonparametric Methods for Solving the Berkson Errors-in-Variables Problem, SIMEX estimation for single-index model with covariate measurement error, Measurement error models: from nonparametric methods to deep neural networks, Statistical inferences for single-index models with measurement errors, Estimating the density of a conditional expectation
Cites Work
