Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions

DOI10.2307/2291137zbMath0818.62036OpenAlexW4237967802MaRDI QIDQ4836974

Jianqing Fan, Nancy E. Heckman, Matthew P. Wand

Publication date: 21 August 1995

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3739

local polynomial fitting logistic regression boundary effects bandwidth selection nonparametric regression Poisson regression quasi-likelihood local likelihood kernel weight

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)

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