Error Process Indexed by Bandwidth Matrices in Multivariate Local Linear Smoothing
AbstractWe focus on nonparametric multivariate regression function estimation by locally weighted least squares. The asymptotic behavior for a sequence of error processes indexed by bandwidth matrices is derived. We discuss feasible data-driven consistent estimators minimizing asymptotic mean squared error or efficient estimators reducing asymptotic bias at points where opposite sign curvatures of the regression function are present in different directions.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 66 (1998)
Issue (Month): 2 (August)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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