Search Results - subject:"Local polynomial"

Data Masking by Noise Addition and the Estimation of Nonparametric Regression Models

Lechner, Sandra; Pohlmeier, Winfried - In: Journal of Economics and Statistics (Jahrbuecher fuer … 225 (2005) 5, pp. 517-528

quality can be minimized using the local polynomial Simulation-Extrapolation (SIMEX) estimator. Evidence is provided by a …

Persistent link: https://www.econbiz.de/10005837629

Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA

Francisco-Fernandez, Mario; Vilar-Fernandez, Juan - In: Statistical Inference for Stochastic Processes 7 (2004) 1, pp. 69-93

Persistent link: https://www.econbiz.de/10005169114

A Flexible Method for Estimating the ROC Curve

Ren, Haobo; Zhou, Xiao-Hua; Liang, Hua - In: Journal of Applied Statistics 31 (2004) 7, pp. 773-784

parameter selection, which needs intensive computation when using local polynomial and smoothing spline techniques. The results …

Persistent link: https://www.econbiz.de/10005278880

Smoothing ordered sparse contingency tables and the Chi-Squared test

Abberger, Klaus - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2002

To estimate cell probabilities for ordered sparse contingency tables several smooth- ing techniques have been investigated. It has been recognized that nonparametric smoothing methods provide estimators of cell probabilities that have better performance than the pure frequency estimators. With...

Persistent link: https://www.econbiz.de/10005741213

Local polynomial regression smoothers with AR-error structure

Fernández, Juan Vilar; Fernández, Mario Francisco - In: TEST: An Official Journal of the Spanish Society of … 11 (2002) 2, pp. 439-464

Persistent link: https://www.econbiz.de/10005613271

Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors

Beran, Jan; Feng, Yuanhua - In: Annals of the Institute of Statistical Mathematics 54 (2002) 2, pp. 291-311

Persistent link: https://www.econbiz.de/10005616375

Universal Consistency of Local Polynomial Kernel Regression Estimates

Kohler, Michael - In: Annals of the Institute of Statistical Mathematics 54 (2002) 4, pp. 879-899

Persistent link: https://www.econbiz.de/10005616381

Variable Bandwidth Selection in Varying-Coefficient Models

Zhang, Wenyang; Lee, Sik-Yum - In: Journal of Multivariate Analysis 74 (2000) 1, pp. 116-134

estimating the coefficient functions in this model is the local polynomial fitting approach. In this approach, the choice of …

Persistent link: https://www.econbiz.de/10005093730

Recursive local polynomial regression under dependence conditions

Vilar-Fernández, Juan; Vilar-Fernández, José - In: TEST: An Official Journal of the Spanish Society of … 9 (2000) 1, pp. 209-232

Persistent link: https://www.econbiz.de/10005613303

Asymptotic Properties of Backfitting Estimators

Opsomer, Jean D. - In: Journal of Multivariate Analysis 73 (2000) 2, pp. 166-179

. In the case of local polynomial regression smoothers, recursive asymptotic bias and variance expressions for the … backfitting estimators are derived. The estimators are shown to achieve the same rate of convergence as those of univariate local … polynomial regression. In the case of independence between the covariates, non-recursive bias and variance expressions, as well …

Persistent link: https://www.econbiz.de/10005221485