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Cited by 635

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Variable Bandwidth and Local Linear Regression Smoothers

Open access
Fan, Jianqing, Gijbels, Irene·1992·The Annals of Statistics

Abstract

In this paper we introduce an appealing nonparametric method for estimating the mean regression function. The proposed method combines the ideas of local linear smoothers and variable bandwidth. Hence, it also inherits the advantages of both approaches. We give expressions for the conditional MSE and MISE of the estimator. Minimization of the MISE leads to an explicit formula for an optimal choice of the variable bandwidth. Moreover, the merits of considering a variable bandwidth are discussed. In addition, we show that the estimator does not have boundary effects, and hence does not require modifications at the boundary. The performance of a corresponding plug-in estimator is investigated. Simulations illustrate the proposed estimation method.

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Metadata

Authors
Fan, J., & Gijbels, I.
Venue
The Annals of Statistics
Published
1992-12-01
Volume
20
Issue
4
ISSN
0090-5364 (ISSN-L)
OpenAlex
W2001213989
Cited by
635
References
2
FWCI
11.94
Type
journal article
Language
en
Open access
bronze

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CoChat. (2026). Citation check: Variable Bandwidth and Local Linear Regression Smoothers. https://app.cochat.ai/papers/10.1214/aos/1176348900
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Fan, J., & Gijbels, I. (1992). Variable Bandwidth and Local Linear Regression Smoothers. The Annals of Statistics. https://doi.org/10.1214/aos/1176348900

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.