Search Results - subject:"local linear"

Local linear estimation for stochastic processes driven by <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\alpha $$</EquationSource> <EquationSource Format="MATHML"> <ma...

Wang, Yunyan; Zhang, Lixin - In: Statistical Inference for Stochastic Processes 16 (2013) 2, pp. 161-171

> </InlineEquation>vy motion are considered, local linear estimator of the drift function for these processes is discussed. Under mild … conditions, we derive consistency of the local linear estimator of the drift function. The performance of the proposed estimator …

Persistent link: https://www.econbiz.de/10010992893

Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator

Su, Liangjun; Ullah, Aman; Wang, Yun - In: Empirical Economics 45 (2013) 2, pp. 1009-1024

Recently Martins-Filho and Yao (J Multivar Anal 100:309–333, <CitationRef CitationID="CR7">2009</CitationRef>) have proposed a two-step estimator of nonparametric regression function with parametric error covariance and demonstrate that it is more efficient than the usual LLE. In the present paper we demonstrate that MY’s estimator...</citationref>

Persistent link: https://www.econbiz.de/10010994454

Nonparametric estimation of nonlinear dynamics by metric-based local linear approximation

Shoji, Isao - In: Statistical Methods and Applications 22 (2013) 3, pp. 341-353

This paper discusses nonparametric estimation of nonlinear dynamical system models by a method of metric-based local … linear approximation. We assume no functional form of a given model but estimate it from experimental data by approximating …

Persistent link: https://www.econbiz.de/10010681339

Nonparametric quantile regression with heavy-tailed and strongly dependent errors

Honda, Toshio - In: Annals of the Institute of Statistical Mathematics 65 (2013) 1, pp. 23-47

conditional qth quantile by local linear regression and investigate the asymptotic properties. It is shown that the asymptotic …

Persistent link: https://www.econbiz.de/10010634437

Determinants of economic growth in Ghana: parametric and nonparametric investigations

Adu, George - In: Journal of Developing Areas 47 (2013) 2, pp. 277-301

parametric time series analysis with nonparametric local linear kernel regression. The evidence from the two seemingly competing …

Persistent link: https://www.econbiz.de/10011096442

Testing the significance of index parameters in varying-coefficient single-index models

Wong, Heung; Zhang, Riquan; Leung, Bartholomew; Huang, … - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 297-308

, based on the estimators obtained by the local linear method and the backfitting technique, we propose the generalized F …

Persistent link: https://www.econbiz.de/10011056383

Sparse regularized local regression

Vidaurre, Diego; Bielza, Concha; Larrañaga, Pedro - In: Computational Statistics & Data Analysis 62 (2013) C, pp. 122-135

The intention is to provide a Bayesian formulation of regularized local linear regression, combined with techniques for …

Persistent link: https://www.econbiz.de/10011056430

Smoothing survival densities in practice

Pérez, Gámiz; Luz, M.; Miranda, Martínez; Dolores, María - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 368-382

, leave the study and perhaps join the study again. The estimation methodology is based on a recent class of local linear …

Persistent link: https://www.econbiz.de/10011056503

Estimation in partially linear single-index panel data models with fixed effects

Chen, Jia; Gao, Jiti; Li, Degui - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 3, pp. 315-330

Persistent link: https://www.econbiz.de/10009785988

Policy discontinuity and duration outcomes

Berg, Gerard J. van den; Bozio, Antoine; Dias, Mónica Costa - 2013

structure. We estimate these effects by local linear kernel hazard regression. We use the introduction of the NDYP programme for …

Persistent link: https://www.econbiz.de/10010187954