The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Variable Bandwidth and Local Linear Regression Smoothers
Open accessAbstract
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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Cites
Nadaraya, E. A. (1964) · Theory of Probability & Its Applications · doi:10.1137/1109020 · Cited by 3,462
Variable Kernel Estimates of Multivariate Densities
Breiman, L., Meisel, W., & Purcell, E. (1977) · Technometrics · doi:10.1080/00401706.1977.10489521 · Cited by 488
Cited by
Siamese Recurrent Architectures for Learning Sentence Similarity
Mueller, J., & Thyagarajan, A. (2016) · Proceedings of the AAAI Conference on Artificial Intelligence · doi:10.1609/aaai.v30i1.10350 · Cited by 935
Optimal bandwidth choice for the regression discontinuity estimator
Imbens, G., & Kalyanaraman, K. (2010) · doi:10.1920/wp.cem.2010.0510 · Cited by 406
Metadata
- Authors
- Fan, J., & Gijbels, I.
- Venue
- The Annals of Statistics
- Publisher
- Institute of Mathematical 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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- 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).
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