A simple and effective bandwidth selector for local polynomial quasi-likelihood regression

DOI10.1080/10485250701761086zbMath1130.62033OpenAlexW2052584500MaRDI QIDQ5450528

Min-Su Park, Byeong U. Park, Young Kyung Lee

Publication date: 12 March 2008

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

Full work available at URL: https://doi.org/10.1080/10485250701761086

zbMATH Keywords

cross-validationbandwidth selectionplug-in ruleslocal quasi-likelihood regressionpenalized quasi-likelihood bandwidth selector

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

Uses Software

• R

Cites Work

• Random approximations to some measures of accuracy in nonparametric curve estimation
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• An Effective Bandwidth Selector for Local Least Squares Regression
• Conditional quantile estimation by local logistic regression
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Regression Smoothing Parameters That Are Not Far From Their Optimum
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
• Generalized Partially Linear Single-Index Models
• Quasi-Likelihood Regression with Unknown Link and Variance Functions
• Functional Quasi-Likelihood Regression Models with Smooth Random Effects
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• Some Comments on C P

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