covariates. A new local polynomial estimation is proposed, which is based on error covariance matrix correction. It is shown that …

used to estimate the regression coefficients for longitudinal data analysis. Local polynomial regression techniques are …

In this paper, we consider three major types of nonparametric regression tests that are based on kernel and local … polynomial smoothing techniques. Their asymptotic power comparisons are established systematically under the fixed and contiguous …

Local polynomial regression is a generalization of local mean smoothing as described by Nadaraya (1964)andWat s on … (1964). Instead of fitting a local mean, one instead fits a local pth-order polynomial. Calculations for local polynomial … regression are naturally more complex than those for local means, but local polynomial smooths have better statistical properties …

In this paper, we consider three major types of nonparametric regression tests that are based on kernel and local … polynomial smoothing techniques. Their asymptotic power comparisons are established systematically under the fixed and contiguous …

In this paper, we consider three major types of nonparametric regression tests that are based on kernel and local … polynomial smoothing techniques. Their asymptotic power comparisons are established systematically under the fixed and contiguous …

polynomial regression. Based on the idea of two-stage estimate, a link function is estimated by the local polynomial and then the …In this paper, we propose a new semiparametric method for GARCH model by combining the EGARCH (1,1) model and local …