Local Walsh-average regression

DOI10.1016/j.jmva.2011.12.003zbMath1297.62087OpenAlexW1989189130MaRDI QIDQ765825

Changliang Zou, Long Feng, Zhaojun Wang

Publication date: 22 March 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.12.003

zbMATH Keywords

local polynomial regressionasymptotic efficiencyrobust nonparametric regressionlocal composite quantile estimatorWalsh-average regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Quantile regression estimation for distortion measurement error data, Extrapolation estimation in parametric regression models with measurement error, Semiparametric quantile estimation for varying coefficient partially linear measurement errors models, Local Walsh-average regression for single index varying coefficient models, Dimension reduction via local rank regression, Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models, Local Walsh-average regression for semiparametric varying-coefficient models, Local rank estimation and related test for varying-coefficient partially linear models, Local Walsh-average-based estimation and variable selection for single-index models, Walsh-average based variable selection for varying coefficient models, Pairwise distance-based tests for conditional symmetry, Two-stage local Walsh average estimation of generalized varying coefficient models, Robust comparison of regression curves

Uses Software

• wwcode

Cites Work

• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
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