Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution

DOI10.1080/07474938.2014.956615zbMath1491.62027OpenAlexW2094105449MaRDI QIDQ5863569

Q. Li, Jui-Chung Yang, Jingping Gu

Publication date: 3 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2014.956615

zbMATH Keywords

kernel estimationleading biaslocal polynomial method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items (8)

Nonparametric multiple regression estimation for circular response ⋮ On sufficient conditions for the consistency of local linear kernel estimators ⋮ Non parametric regression analysis for longitudinal data with time-depending autoregressive error process ⋮ Regression estimation by local polynomial fitting for multivariate data streams ⋮ Dynamic linear discriminant analysis in high dimensional space ⋮ Local polynomial regression for pooled response data ⋮ Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function ⋮ The Special Issue in Honor of Aman Ullah: An Overview

Uses Software

• KernSmooth

Cites Work

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• Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
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• Nonparametric model check based on local polynomial fitting
• Multivariate locally weighted least squares regression
• Functional-coefficient cointegration models
• THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Multivariate local polynomial regression for estimating average derivatives
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation

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