Skewing methods for variance-stabilizing local linear regression estimation

DOI10.1080/03610918.2019.1595648zbMath1497.62087arXiv1704.04356OpenAlexW2962999036MaRDI QIDQ5082680

Kiheiji Nishida

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.04356

zbMATH Keywords

bandwidth selectionlocal variable bandwidthvariance-stabilizationlocal linear regression estimatorskewing methods

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Bayesian variance-stabilizing kernel density estimation using conjugate prior

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Variable bandwidth and local linear regression smoothers
• Data-dependent bandwidth choice for a grade density kernel estimate
• Locally parametric nonparametric density estimation
• On bandwidth variation in kernel estimates. A square root law
• Skewing methods for two-parameter locally parametric density estimation
• Boundary modification for kernel regression
• On Variance-Stabilizing Multivariate Non Parametric Regression Estimation
• Estimating density ratio with application to discriminant analysis
• On bias reduction in local linear smoothing
• Efficient estimation of conditional variance functions in stochastic regression
• THE TRANSFORMATION OF POISSON, BINOMIAL AND NEGATIVE-BINOMIAL DATA

This page was built for publication: Skewing methods for variance-stabilizing local linear regression estimation