Nearest neighbor smoothing in linear regression

DOI10.1016/0047-259X(90)90061-LzbMath0699.62068OpenAlexW1978048830MaRDI QIDQ913419

Winfried Stute, Wenceslao González Manteiga

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90061-l

zbMATH Keywords

asymptotic normalityleast squares estimatornonparametric regressionempirical measureStrong consistencynearest neighbor type estimatornew class of estimatorssmall sample comparison

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (6)

NN goodness-of-fit tests for linear models ⋮ Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors ⋮ Generalized minimum distance estimators of a linear model with correlated errors. ⋮ Model checks for regression: an innovation process approach ⋮ Asymptotic properties of a generalized kaplan-meier estimator with some applications ⋮ Bootstrap of minimum distance estimators in regression with correlated disturbances

Cites Work

• Unnamed Item
• Asymptotic normality of nearest neighbor regression function estimates
• Distribution-free pointwise consistency of kernel regression estimate
• A class of linear regression parameter estimators constructed by nonparametric estimation
• General distribution theory of the concomitants of order statistics
• Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
• Martingale Central Limit Theorems

This page was built for publication: Nearest neighbor smoothing in linear regression