Applied Nonparametric Regression

Wolfgang Karl Härdle · Cambridge University Press eBooks · 1994

Summary

Applied Nonparametric Regression is the first book to bring together in one place the techniques for regression curve smoothing involving more than one variable and argues that all smoothing methods are based on a local averaging mechanism and can be seen as essentially equivalent to kernel smoothing.

Type: preprint
Published: 1994-06-01
Cited by: 2,500
References: 124
DOI: https://doi.org/10.1017/ccol0521382483
OpenAlex: https://openalex.org/W2101424588
Semantic Scholar: https://api.semanticscholar.org/CorpusID:123570082

Keywords

Smoothing, Nonparametric regression, Nonparametric statistics, Kernel smoother, Computer science

References

On the Nonparametric Estimation of Regression FunctionsJacqueline Benedetti — 1977
A VARIABLE SPAN SMOOTHERJerome H. Friedman — 1984
Estimating regression functions and their derivatives by the kernel methodThéo Gasser, Holger Müller — 1984
Kernels for Nonparametric Curve EstimationThéo Gasser, H-G Muller, Volker Mammitzsch — 1985
Estimating the mean and covariance structure nonparametrically when the data are curvesJohn A. Rice, B. W. Silverman — 1991
Nonparametric Curve Estimation from Time SeriesGyörfi, Lázió, Wolfgang Karl Härdle, Pascal Sarda — 1989
An Introduction to Bispectral Analysis and Bilinear Time Series ModelsG. Janacek, T. Subba Rao, M. M. Gabr — 1984
Stochastic volatility and the distribution of exchange rate newsRonald Mahieu, Peter C. Schotman — 1994
Some properties of smoothed principal components analysis for functional dataSD Pezzulli, BW Silverman — 1993
Resistant Smoothing Using the Fast Fourier TransformWolfgang Karl Härdle — 1987
Equilibrium analysis of large economiesWerner Hildenbrand — 1986
Nonparametric probability density estimationEdward J. Wegman — 1972
Asymptotics for Semiparametric Econometric Models: I. EstimationDonald W. K. Andrews — 1990
Spline Smoothing: The Equivalent Variable Kernel MethodBernard W. Silverman — 1984
Nonparametric exchange rate predictionFrancis X. Diebold, James A. Nason — 1990
Nonparametric sequential estimation of zeros and extrema of regression functionsWolfgang Karl Härdle, Rainer Nixdorf — 1987
Asymptotic properties of kernel estimates of a regression functionWłodzimierz Greblicki, Adam Krzyżak — 1980
Semiparametric econometrics: A surveyPeter M. Robinson — 1988
Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inferenceJacques Dauxois, Alain Pousse, Yves Romain — 1982
Identification of nonlinear time series: First order characterization and order determinationBjørn Auestad, Dag Tjøstheim — 1990

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Applied Nonparametric Regression

Summary

Keywords

References

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