Local bandwidth selection in nonparametric Kernel regression:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | German |
| Published: |
Aachen
Shaker
1993
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| Series: | Reihe Mathematik
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Zugl.: Heidelberg, Univ., Diss. |
| Physical Description: | 75 S. graph. Darst. |
| ISBN: | 3861114526 |
Staff View
MARC
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Record in the Search Index
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| adam_text | IMAGE 1
REIHE MATHEMATIK
MICHAEL BROCKMANN
LOCAL BANDWIDTH SELECTION IN
NONPARAMETRIC KERNEL REGRESSION
VERLAG SHAKER AACHEN 1993
IMAGE 2
CONTENTS
1 INTRODUCTION 1
2 REGRESSION AND KERNEL ESTIMATORS 4
2.1 THE REGRESSION MODEL 4
2.2 GASSER-MUELLER-ESTIMATOR 8
3 BANDWIDTH SELECTION 16
3.1 LOCAL OR GLOBAL BANDWIDTH? 16
3.2 REVIEW OF SOME EXISTING METHODS 22
3.2.1 GLOBAL BANDWIDTH SELECTION 22
3.2.2 LOCAL BANDWIDTH SELECTION 24
3.3 A NEW LOCAL METHOD FOR BANDWIDTH SELECTION 25
4 RATES OF CONVERGENCE 29
4.1 CONVERGENCE OF THE GLOBAL AND THE LOCAL PLUG-IN BANDWIDTH ESTIMATOR
29 4.2 NUMBER OF ITERATION STEPS 41
4.3 THE INFLATION FACTOR 42
4.4 MORE GENERAL ASSUMPTIONS 44
4.5 ASYMPTOTIC DISTRIBUTION 44
4.6 INNECTION POINTS AND RATES OF MISE 48
5 STABILITY ASPECTS 54
5.1 INNECTION POINTS AND LINEAR FUNCTIONS 54
5.2 OUTLIERS 59
5.3 HETEROSCEDASTICITY 59
5.4 BOUNDARY TREATMENT 60
6 SIMULATIONS 61
7 SUMMARY AND CONCLUSIONS 71
8 REFERENCES 73
|
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| illustrated | Illustrated |
| indexdate | 2024-07-09T17:25:23Z |
| institution | BVB |
| isbn | 3861114526 |
| language | German |
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| physical | 75 S. graph. Darst. |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| publisher | Shaker |
| record_format | marc |
| series2 | Reihe Mathematik |
| spelling | Brockmann, Michael Verfasser aut Local bandwidth selection in nonparametric Kernel regression Michael Brockmann Aachen Shaker 1993 75 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Reihe Mathematik Zugl.: Heidelberg, Univ., Diss. Estimation theory Kernel functions Nonparametric statistics Regression analysis (DE-588)4113937-9 Hochschulschrift gnd-content GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005827781&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Brockmann, Michael Local bandwidth selection in nonparametric Kernel regression Estimation theory Kernel functions Nonparametric statistics Regression analysis |
| subject_GND | (DE-588)4113937-9 |
| title | Local bandwidth selection in nonparametric Kernel regression |
| title_auth | Local bandwidth selection in nonparametric Kernel regression |
| title_exact_search | Local bandwidth selection in nonparametric Kernel regression |
| title_full | Local bandwidth selection in nonparametric Kernel regression Michael Brockmann |
| title_fullStr | Local bandwidth selection in nonparametric Kernel regression Michael Brockmann |
| title_full_unstemmed | Local bandwidth selection in nonparametric Kernel regression Michael Brockmann |
| title_short | Local bandwidth selection in nonparametric Kernel regression |
| title_sort | local bandwidth selection in nonparametric kernel regression |
| topic | Estimation theory Kernel functions Nonparametric statistics Regression analysis |
| topic_facet | Estimation theory Kernel functions Nonparametric statistics Regression analysis Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005827781&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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