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Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency

Author

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  • Jianqing Fan
  • Theo Gasser
  • Irène Gijbels
  • Michael Brockmann
  • Joachim Engel

Abstract

No abstract is available for this item.

Suggested Citation

  • Jianqing Fan & Theo Gasser & Irène Gijbels & Michael Brockmann & Joachim Engel, 1997. "Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(1), pages 79-99, March.
  • Handle: RePEc:spr:aistmt:v:49:y:1997:i:1:p:79-99
    DOI: 10.1023/A:1003162622169
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    Citations

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    Cited by:

    1. Dorn, Sabrina & Egger, Peter, 2015. "On the distribution of exchange rate regime treatment effects on international trade," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 75-94.
    2. Frölich, Markus & Puhani, Patrick A., 2002. "Immigration and Heterogeneous Labor in Western Germany," IZA Discussion Papers 418, Institute for the Study of Labor (IZA).
    3. J. Vilar-Fernández & J. Vilar-Fernández, 1998. "Recursive Estimation of Regression Functions by Local Polynomial Fitting," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(4), pages 729-754, December.
    4. Timothy B. Armstrong & Michal Kolesár, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044, Cowles Foundation for Research in Economics, Yale University.
    5. Fröhlich, Markus & Puhani, Patrick A, 2002. "Immigration and Heterogeneous Labour in Western Germany: A Labour Market Classification Based on Nonparametric Estimation," CEPR Discussion Papers 3158, C.E.P.R. Discussion Papers.
    6. Wheelock, David C. & Wilson, Paul W., 2015. "The Evolution of Scale Economies in U.S. Banking," Working Papers 2015-21, Federal Reserve Bank of St. Louis, revised 01 Feb 2017.
    7. Maria Grith & Wolfgang K. Härdle & Alois Kneip & Heiko Wagner, 2016. "Functional Principal Component Analysis for Derivatives of Multivariate Curves," SFB 649 Discussion Papers SFB649DP2016-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    8. Lin, Lu & Song, Yunquan & Liu, Zhao, 2014. "Local linear–additive estimation for multiple nonparametric regressions," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 252-269.
    9. Paul W. Wilson & Kathleen Carey, 2004. "Nonparametric analysis of returns to scale in the US hospital industry," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 505-524.
    10. repec:eee:jmvana:v:165:y:2018:i:c:p:262-269 is not listed on IDEAS
    11. David C. Wheelock & Paul W. Wilson, 2009. "Are U.S. banks too large?," Working Papers 2009-054, Federal Reserve Bank of St. Louis.
    12. Jose C. Galdo & Jeffrey Smith & Dan Black, 2008. "Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data," Annals of Economics and Statistics, GENES, issue 91-92, pages 189-216.
    13. Tomas, Julien & Planchet, Frédéric, 2013. "Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: Application to long-term care insurance," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 573-589.
    14. Lisi, Francesco & Nan, Fany, 2014. "Component estimation for electricity prices: Procedures and comparisons," Energy Economics, Elsevier, vol. 44(C), pages 143-159.
    15. Juhyun Park & Burkhardt Seifert, 2010. "Local additive estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(2), pages 171-191.
    16. Tian, Xu & Yu, Xiaohua, 2015. "Using semiparametric models to study nutrition improvement and dietary change with different indices: The case of China," Food Policy, Elsevier, vol. 53(C), pages 67-81.

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