Advanced search
Publication Cover
Journal of the American Statistical Association Volume 90, 1995 - Issue 432
Submit an article Journal homepage
340
Views
454
CrossRef citations to date
0
Altmetric
Theory and Method

An Effective Bandwidth Selector for Local Least Squares Regression

D. Ruppert School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY, 14853
,
S. J. Sheather Australian Graduate School of Management, University of New South Wales, Kensington, NSW, 2033, Australia
&
M. P. Wand Australian Graduate School of Management, University of New South Wales, Kensington, NSW, 2033, Australia
Pages 1257-1270 | Received 01 Jul 1993, Published online: 27 Feb 2012

Citations (454)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (105)

Ruoxu Tan. (2023) Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting. Journal of Nonparametric Statistics 35:4, pages 927-946.
Read now
Hang Deng, Qiyang Han & Bodhisattva Sen. (2023) Inference for Local Parameters in Convexity Constrained Models. Journal of the American Statistical Association 118:544, pages 2721-2735.
Read now
Hadi Emami & Korosh Arzideh. (2023) Robust ridge estimator in censored semiparametric linear models. Communications in Statistics - Theory and Methods 52:17, pages 5989-6007.
Read now
Yining Chen, Hudson S. Torrent & Flavio A. Ziegelmann. (2023) Robust nonparametric frontier estimation in two steps. Econometric Reviews 42:7, pages 612-634.
Read now
Eliana Christou. (2023) Dimension reduction techniques for conditional expectiles. Statistics 57:4, pages 960-985.
Read now
Dixin Zhang, Yulin Wang & Hua Liang. (2023) A Novel Estimation Method in Generalized Single Index Models. Journal of Business & Economic Statistics 41:2, pages 399-413.
Read now
Yuxia Liu, Yubin Tian & Dianpeng Wang. (2023) Bayesian sequential design for sensitivity experiments with hybrid responses. Journal of Quality Technology 55:2, pages 181-194.
Read now
Rong Zhu, Xinyu Zhang, Alan T. K. Wan & Guohua Zou. (2023) Kernel Averaging Estimators. Journal of Business & Economic Statistics 41:1, pages 157-169.
Read now
Abhinav Prakash, Rui Tuo & Yu Ding. (2023) The Temporal Overfitting Problem with Applications in Wind Power Curve Modeling. Technometrics 65:1, pages 70-82.
Read now
Rong Jiang, Meng-Fan Guo & Xin Liu. (2022) Composite quasi-likelihood for single-index models with massive datasets. Communications in Statistics - Simulation and Computation 51:9, pages 5024-5040.
Read now
A. Stewart Fotheringham, Hanchen Yu, Levi John Wolf, Taylor M. Oshan & Ziqi Li. (2022) On the notion of ‘bandwidth’ in geographically weighted regression models of spatially varying processes. International Journal of Geographical Information Science 36:8, pages 1485-1502.
Read now
Hamdy F. F. Mahmoud, Byung-Jun Kim & Inyoung Kim. (2022) Robust nonparametric derivative estimator. Communications in Statistics - Simulation and Computation 51:7, pages 3809-3829.
Read now
Salim Bouzebda & Sultana Didi. (2022) Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications. Communications in Statistics - Theory and Methods 51:12, pages 3886-3933.
Read now
Hadi Emami & Kourosh Dadkhah. (2022) Robust restricted Liu estimator in censored semiparametric linear models. Journal of Statistical Computation and Simulation 92:9, pages 1851-1876.
Read now
Zhuying Xu, Seonjin Kim & Zhibiao Zhao. (2022) Locally Stationary Quantile Regression for Inflation and Interest Rates. Journal of Business & Economic Statistics 40:2, pages 838-851.
Read now
Jib Huh, Derek Dyal & Cheolwoo Park. (2021) Nonparametric estimation of single-index models in scale-space. Journal of Statistical Computation and Simulation 91:12, pages 2414-2443.
Read now
Zhensheng Huang & Wen Lou. (2021) Statistical inferences for single-index models with measurement errors. Journal of Applied Statistics 48:6, pages 1033-1052.
Read now
Yunfei He, Lianqiang Yang, Xuejun Wang & Shijie Wang. (2021) Adaptive local polynomial estimations for heterogeneously variational regression functions. Journal of Statistical Computation and Simulation 91:3, pages 605-622.
Read now
Yuanhua Feng, Thomas Gries & Marlon Fritz. (2020) Data-driven local polynomial for the trend and its derivatives in economic time series. Journal of Nonparametric Statistics 32:2, pages 510-533.
Read now
Lu Wang, Lan Xue & Lijian Yang. (2020) Estimation of additive frontier functions with shape constraints. Journal of Nonparametric Statistics 32:2, pages 262-293.
Read now
Lu Yang, Edward W. Frees & Zhengjun Zhang. (2020) Nonparametric Estimation of Copula Regression Models With Discrete Outcomes. Journal of the American Statistical Association 115:530, pages 707-720.
Read now
Yiqiang Lu, Feng Li & Sanying Feng. (2019) Local linear estimation for covariate-adjusted varying-coefficient models. Communications in Statistics - Theory and Methods 48:15, pages 3816-3835.
Read now
Suvin P. Venthuruthiyil & Mallikarjuna Chunchu. (2018) Trajectory reconstruction using locally weighted regression: a new methodology to identify the optimum window size and polynomial order. Transportmetrica A: Transport Science 14:10, pages 881-900.
Read now
Rong Jiang, Wei-Min Qian & Zhan-Gong Zhou. (2018) Weighted composite quantile regression for partially linear varying coefficient models. Communications in Statistics - Theory and Methods 47:16, pages 3987-4005.
Read now
Masayuki Hirukawa & Mari Sakudo. (2018) Functional-coefficient cointegration models in the presence of deterministic trends. Econometric Reviews 37:5, pages 507-533.
Read now
Yu-Ning Li & Yi Zhang. (2018) Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition. Journal of Nonparametric Statistics 30:2, pages 291-307.
Read now
Yan Fan, Wolfgang Karl Härdle, Weining Wang & Lixing Zhu. (2018) Single-Index-Based CoVaR With Very High-Dimensional Covariates. Journal of Business & Economic Statistics 36:2, pages 212-226.
Read now
Sebastian Calonico, Matias D. Cattaneo & Max H. Farrell. (2018) On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference. Journal of the American Statistical Association 113:522, pages 767-779.
Read now
Jing Yang, Fang Lu & Hu Yang. (2017) Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models. Statistics 51:6, pages 1179-1199.
Read now
Jing Sun. (2017) Weighted quantile average estimation for general linear models with missing covariates. Communications in Statistics - Theory and Methods 46:17, pages 8706-8722.
Read now
A. K. M. Fazlur Rahman, Limin Peng, Amita Manatunga & Ying Guo. (2017) Nonparametric regression method for broad sense agreement. Journal of Nonparametric Statistics 29:2, pages 280-300.
Read now
Sijia Xiang & Weixin Yao. (2016) A new information criterion-based bandwidth selection method for non-parametric regressions. Journal of Statistical Computation and Simulation 86:17, pages 3446-3455.
Read now
Junni L. Zhang, Wolfgang K. Härdle, Cathy Y. Chen & Elisabeth Bommes. (2016) Distillation of News Flow Into Analysis of Stock Reactions. Journal of Business & Economic Statistics 34:4, pages 547-563.
Read now
Sumaia A. Latif & Pedro A. Morettin. (2016) Curve of Correlation for Time Series. Communications in Statistics - Simulation and Computation 45:8, pages 2792-2809.
Read now
Maria Grazia Pittau, Roberto Zelli & Riccardo Massari. (2016) Evidence of Convergence Clubs Using Mixture Models. Econometric Reviews 35:7, pages 1317-1342.
Read now
S. Hossain, S. Ejaz Ahmed, Grace Y. Yi & B. Chen. (2016) Shrinkage and pretest estimators for longitudinal data analysis under partially linear models. Journal of Nonparametric Statistics 28:3, pages 531-549.
Read now
Shuliang Wang, Ying Li & Dakui Wang. (2016) Data field for mining big data. Geo-spatial Information Science 19:2, pages 106-118.
Read now
Panagiotis Avramidis. (2016) Adaptive likelihood estimator of conditional variance function. Journal of Nonparametric Statistics 28:1, pages 132-151.
Read now
Yiping Yang, Gaorong Li & Heng Lian. (2016) Nonconcave penalized estimation for partially linear models with longitudinal data. Statistics 50:1, pages 43-59.
Read now
Carlos Martins-Filho & Feng Yao. (2015) Semiparametric Stochastic Frontier Estimation via Profile Likelihood. Econometric Reviews 34:4, pages 413-451.
Read now
Zhibiao Zhao. (2015) Inference for Local Autocorrelations in Locally Stationary Models. Journal of Business & Economic Statistics 33:2, pages 296-306.
Read now
Giwhyun Lee, Yu Ding, Marc G. Genton & Le Xie. (2015) Power Curve Estimation With Multivariate Environmental Factors for Inland and Offshore Wind Farms. Journal of the American Statistical Association 110:509, pages 56-67.
Read now
Ji-Xia Wang & Qing-Xian Xiao. (2014) Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models. Journal of Applied Statistics 41:11, pages 2437-2449.
Read now
Eduardo Fé. (2014) Estimation and inference in regression discontinuity designs with asymmetric kernels. Journal of Applied Statistics 41:11, pages 2406-2417.
Read now
Shujie Ma. (2014) A plug-in the number of knots selector for polynomial spline regression. Journal of Nonparametric Statistics 26:3, pages 489-507.
Read now
Yazhao Lv, Riquan Zhang, Weihua Zhao & Jicai Liu. (2014) Quantile regression and variable selection for the single-index model. Journal of Applied Statistics 41:7, pages 1565-1577.
Read now
N. E. Zavaleta Gutiérrez, I. Toda-Caraballo, M. I. Luppo, C. Capdevila, C. García de Andrés & C. A. Danon. (2014) Heterogeneous austenite grain growth in ASTM A213 Grade T91 steels: analysis of austenitic grain size distribution using kernel density estimation methodology. Materials Science and Technology 30:8, pages 921-929.
Read now
K. Żychaluk. (2014) Bootstrap bandwidth selection method for local linear estimator in exponential family models. Journal of Nonparametric Statistics 26:2, pages 305-319.
Read now
Xu Liu, Hongmei Jiang & Yong Zhou. (2014) Local Empirical Likelihood Inference for Varying-Coefficient Density-Ratio Models Based on Case-Control Data. Journal of the American Statistical Association 109:506, pages 635-646.
Read now
Jingyuan Liu, Runze Li & Rongling Wu. (2014) Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates. Journal of the American Statistical Association 109:505, pages 266-274.
Read now
Olga Y. Savchuk, Jeffrey D. Hart & Simon P. Sheather. (2013) One-sided cross-validation for nonsmooth regression functions. Journal of Nonparametric Statistics 25:4, pages 889-904.
Read now
Qi Zheng, Colin Gallagher & K.B. Kulasekera. (2013) Adaptively weighted kernel regression. Journal of Nonparametric Statistics 25:4, pages 855-872.
Read now
Francisco Cuevas, Emilio Porcu & Ronny Vallejos. (2013) Study of spatial relationships between two sets of variables: a nonparametric approach. Journal of Nonparametric Statistics 25:3, pages 695-714.
Read now
Yuanhua Feng. (2013) An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method. Journal of Applied Statistics 40:2, pages 266-281.
Read now
Weixin Yao, Bruce G. Lindsay & Runze Li. (2012) Local modal regression. Journal of Nonparametric Statistics 24:3, pages 647-663.
Read now
Stephen C. Hayne, Haonan Wang & Sybil Mendonca. (2012) eBay as the “Terminator”: Determining User Suspension From Feedback Ratings. Journal of Organizational Computing and Electronic Commerce 22:2, pages 160-183.
Read now
Carlos Martins-Filho & Paulo Saraiva. (2012) On Asymptotic Normality of the Local Polynomial Regression Estimator with Stochastic Bandwidths. Communications in Statistics - Theory and Methods 41:6, pages 1052-1068.
Read now
Bodhisattva Sen & Probal Chaudhuri. (2012) On Fractile Transformation of Covariates in Regression. Journal of the American Statistical Association 107:497, pages 349-361.
Read now
Gery Geenens & Léopold Simar. (2011) Single-index modelling of conditional probabilities in two-way contingency tables. Statistics 45:5, pages 451-478.
Read now
Xiuli Kang, W. John Braun & James E. Stafford. (2011) Local regression when the responses are Interval-Censored. Journal of Statistical Computation and Simulation 81:10, pages 1247-1279.
Read now
Brendon A. Bradley. (2011) Correlation of Significant Duration with Amplitude and Cumulative Intensity Measures and Its Use in Ground Motion Selection. Journal of Earthquake Engineering 15:6, pages 809-832.
Read now
Katsuyuki Takahashi & Isao Shoji. (2011) An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach. Journal of Applied Statistics 38:7, pages 1381-1394.
Read now
Lawrence D. Brown, Xin Fu & Linda H. Zhao. (2011) Confidence intervals for nonparametric regression. Journal of Nonparametric Statistics 23:1, pages 149-163.
Read now
Yuanhua Feng & Siegfried Heiler. (2009) A simple bootstrap bandwidth selector for local polynomial fitting. Journal of Statistical Computation and Simulation 79:12, pages 1425-1439.
Read now
M.-Y. Chen, F.-L. Lin & C.-K. Chang. (2009) Relations between health care expenditure and income: an application of local quantile regressions. Applied Economics Letters 16:2, pages 177-181.
Read now
Nicoleta Serban. (2008) Estimating and clustering curves in the presence of heteroscedastic errors. Journal of Nonparametric Statistics 20:7, pages 553-571.
Read now
Carlos Martins-Filho, Santosh Mishra & Aman Ullah. (2008) A Class of Improved Parametrically Guided Nonparametric Regression Estimators. Econometric Reviews 27:4-6, pages 542-573.
Read now
Young Kyung Lee, Byeong U. Park & Min Su Park. (2007) A simple and effective bandwidth selector for local polynomial quasi-likelihood regression. Journal of Nonparametric Statistics 19:6-8, pages 255-267.
Read now
Carlos Martins-Filho & Ke Yang. (2007) Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion. Journal of Nonparametric Statistics 19:1, pages 23-62.
Read now
Young Kyung Lee, Eun Ryung Lee & Byeong U. Park. (2006) Conditional quantile estimation by local logistic regression† . Journal of Nonparametric Statistics 18:4-6, pages 357-373.
Read now
Hidenori Okumura & Kanta Naito. (2006) Bandwidth selection for kernel binomial regression. Journal of Nonparametric Statistics 18:4-6, pages 343-356.
Read now
C. S. Kim & J. S. Marron. (2006) SiZer for jump detection. Journal of Nonparametric Statistics 18:1, pages 13-20.
Read now
Okmyung Bin. (2005) A semiparametric hedonic model for valuing wetlands. Applied Economics Letters 12:10, pages 597-601.
Read now
Seongbaek Yi. (2005) A Comparison of Two Bandwidth Selectors OSCV and AICc in Nonparametric Regression. Communications in Statistics - Simulation and Computation 34:3, pages 585-594.
Read now
Benoit Berge, Céline Chevrier, Alain Blanc, Mohamed Rehailia, Alain Buguet & Lionel Bourdon. (2005) Disruptions of Ultradian and Circadian Organization of Core Temperature in a Rat Model of African Trypanosomiasis Using Periodogram Techniques on Detrended Data. Chronobiology International 22:2, pages 237-251.
Read now
Ramón Artiaga, Ricardo Cao, Salvador Naya & Javier Trillo. (2005) Nonparametric two-stage plug-in adaptive smoothing for thermal analysis data. Journal of Statistical Computation and Simulation 75:1, pages 39-54.
Read now
Mario Francisco-Fernández, Jean Opsomer & Juan M. Vilar-Fernández. (2004) Plug-in bandwidth selector for local polynomial regression estimator with correlated errors . Journal of Nonparametric Statistics 16:1-2, pages 127-151.
Read now
W. González-Manteiga & A. Pérez-González. (2004) Nonparametric Mean Estimation with Missing Data. Communications in Statistics - Theory and Methods 33:2, pages 277-303.
Read now
Xiaochun Li & Nancy E. Heckman. (2003) Local linear extrapolation . Journal of Nonparametric Statistics 15:4-5, pages 565-578.
Read now
Alex Dmitrienko. (2003) Covariate-Adjusted Reference Intervals for Diagnostic Data. Journal of Biopharmaceutical Statistics 13:2, pages 191-208.
Read now
JamesE. Mays & JeffreyB. Birch. (2002) Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns. Journal of Applied Statistics 29:7, pages 1023-1045.
Read now
James E. Mays, Jeffrey B. Birch & B. Alden Starnes. (2001) Model robust regression: combining parametric, nonparametric, and semiparametric methods. Journal of Nonparametric Statistics 13:2, pages 245-277.
Read now
W. John Braun & Valentin Rousson. (2000) An autocorrelation criterion for bandwidth selection in nonparametric regression . Journal of Statistical Computation and Simulation 68:1, pages 89-101.
Read now
Zongwu Cai, Jianqing Fan & Qiwei Yao. (2000) Functional-Coefficient Regression Models for Nonlinear Time Series. Journal of the American Statistical Association 95:451, pages 941-956.
Read now
Burt A. David & Clint W. Coakley. (2000) Automatic bandwidth selection for modified m-smoother . Journal of Statistical Computation and Simulation 66:4, pages 295-319.
Read now
Burkhardt Seifert & Theo Gasser. (2000) Data Adaptive Ridging in Local Polynomial Regression. Journal of Computational and Graphical Statistics 9:2, pages 338-360.
Read now
James E. Mays, Jeffrey B. Birch & Richard L. Einsporn. (2000) An overview of model-robust regression. Journal of Statistical Computation and Simulation 66:1, pages 79-100.
Read now
Jinting Zhang & Jianqing Fan. (2000) Minimax kernels for nonparametric curve estimation. Journal of Nonparametric Statistics 12:3, pages 417-445.
Read now
JeanD. Opsomer & David Ruppert. (1999) A Root-n Consistent Backfitting Estimator for Semiparametric Additive Modeling. Journal of Computational and Graphical Statistics 8:4, pages 715-732.
Read now
Probal Chaudhuri & J.S. Marron. (1999) SiZer for Exploration of Structures in Curves. Journal of the American Statistical Association 94:447, pages 807-823.
Read now
A.W. Bowman, M.C. Jones & I. Gijbels. (1998) Testing Monotonicity of Regression. Journal of Computational and Graphical Statistics 7:4, pages 489-500.
Read now
JeffreyD. Hart & Seongbaek Yi. (1998) One-Sided Cross-Validation. Journal of the American Statistical Association 93:442, pages 620-631.
Read now
JeanD. Opsomer & David Ruppert. (1998) A Fully Automated Bandwidth Selection Method for Fitting Additive Models. Journal of the American Statistical Association 93:442, pages 605-619.
Read now
Yu-Sheng Hsu & Hong Mei. (1998) Comparisons among three estimation methods in linear models when observations are pairwise correlated. Journal of Statistical Computation and Simulation 60:3, pages 223-236.
Read now
Keming Yu & M.C. Jones. (1998) Local Linear Quantile Regression. Journal of the American Statistical Association 93:441, pages 228-237.
Read now
Siegfried Heiler & Yuanhua Feng. (1998) A simple root n bandwidth selector for nonparametric regression. Journal of Nonparametric Statistics 9:1, pages 1-21.
Read now
David Ruppert. (1997) Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation. Journal of the American Statistical Association 92:439, pages 1049-1062.
Read now
David Ruppert, M.P. Wand, Ulla Holst & Ola HöSJER. (1997) Local Polynomial Variance-Function Estimation. Technometrics 39:3, pages 262-273.
Read now
R.J. Carroll, Jianqing Fan, Irène Gijbels & M.P. Wand. (1997) Generalized Partially Linear Single-Index Models. Journal of the American Statistical Association 92:438, pages 477-489.
Read now
Peter Hall & BerwinA. Turlach. (1997) Interpolation Methods for Adapting to Sparse Design in Nonparametric Regression. Journal of the American Statistical Association 92:438, pages 466-472.
Read now
Eva Herrmann. (1997) Local Bandwidth Choice in Kernel Regression Estimation. Journal of Computational and Graphical Statistics 6:1, pages 35-54.
Read now
M. P. Wand & R. G. Gutierrez. (1997) Exact risk approaches to smoothing parameter selection. Journal of Nonparametric Statistics 8:4, pages 337-354.
Read now
M.C. Jones, J.S. Marron & S.J. Sheather. (1996) A Brief Survey of Bandwidth Selection for Density Estimation. Journal of the American Statistical Association 91:433, pages 401-407.
Read now
Kin Yap Cheung & Stephen M. S. Lee. A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data. Journal of Nonparametric Statistics 0:0, pages 1-38.
Read now
Shuang Yao & Guannan Liu. Optimal smoothing parameter selection in single-index model derivative estimation. Econometric Reviews 0:0, pages 1-0.
Read now

Articles from other publishers (349)

Chen Zhong. (2024) Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error. Computational Statistics & Data Analysis 193, pages 107917.
Crossref
Hiroya Yamazoe & Kanta Naito. (2024) Simultaneous confidence region of an embedded one-dimensional curve in multi-dimensional space. Computational Statistics & Data Analysis 192, pages 107891.
Crossref
Junwei Jin, Zhenhao Qin, Dengxiu Yu, Tiejun Yang, C. L. Philip Chen & Yanting Li. (2023) Relaxed least square regression with ℓ2,1-norm for pattern classification. International Journal of Wavelets, Multiresolution and Information Processing 21:06.
Crossref
Mahendra Deoraoji Patil & G. G. Sarate. (2023) Optimum adaptive bandwidth selection method of local fitting in kernel regression analysis for non-uniform data. Signal, Image and Video Processing 17:7, pages 3347-3358.
Crossref
Kunyan Zhong & Jinglei Liu. (2023) Image classification based on weighted nonconvex low-rank and discriminant least squares regression. Applied Intelligence 53:18, pages 20844-20862.
Crossref
Hui Zhou, Liam M. Wotherspoon, Connor P. Hayden, Andrew C. Stolte & Christopher R. McGann. (2023) Applicability of existing CPT-V correlations to shallow Holocene Christchurch soils based on direct Push crosshole testing. Engineering Geology 313, pages 106927.
Crossref
Salim Bouzebda & Yousri Slaoui. (2022) Nonparametric Recursive Estimation for Multivariate Derivative Functions by Stochastic Approximation Method. Sankhya A 85:1, pages 658-690.
Crossref
Idhia Sriliana, I. Nyoman Budiantara & Vita Ratnasari. The mixed estimator of truncated spline and local linear in multivariable nonparametric regression. The mixed estimator of truncated spline and local linear in multivariable nonparametric regression.
Praanjal Nasery & Ahmed Aziz Ezzat. (2023) Yaw-adjusted wind power curve modeling: A local regression approach. Renewable Energy 202, pages 1368-1376.
Crossref
Fatiha Mokhtari, Rachida Rouane, Saâdia Rahmani & Mustapha Rachdi. (2022) Consistency results of the M‐regression function estimator for stationary continuous‐time and ergodic data. Stat 11:1.
Crossref
Gorka Bidegain, Marta Sestelo, Patricia L. Luque, Ibon Uriarte, Arantza Iriarte & Fernando Villate. (2022) The Role of Microplastics in Marine Pathogen Transmission: Retrospective Regression Analysis, Experimental Design, and Disease Modelling. Journal of Marine Science and Engineering 10:12, pages 1837.
Crossref
Aymeric Roucher, Leonidas Aristodemou & Frank Tietze. (2022) Predicting wine prices based on the weather: Bordeaux vineyards in a changing climate. Frontiers in Environmental Science 10.
Crossref
Wuyi Ye, Mingge Li & Yuehua Wu. (2022) A novel estimation of time-varying quantile correlation for financial contagion detection. The North American Journal of Economics and Finance 63, pages 101796.
Crossref
Yuchen HeNamjoon SuhXiaoming Huo, Sung Ha KangYajun Mei. (2022) Asymptotic Theory of \(\boldsymbol \ell _1\) -Regularized PDE Identification from a Single Noisy Trajectory. SIAM/ASA Journal on Uncertainty Quantification 10:3, pages 1012-1036.
Crossref
S Chandna, S C Olhede & P J Wolfe. (2022) Local linear graphon estimation using covariates. Biometrika 109:3, pages 721-734.
Crossref
Salim Bouzebda, Mohamed Chaouch & Sultana Didi Biha. (2022) Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes. Annals of the Institute of Statistical Mathematics 74:4, pages 737-771.
Crossref
Kin Wai Chan. (2022) Optimal difference-based variance estimators in time series: A general framework. The Annals of Statistics 50:3.
Crossref
Jean-Baptiste Aubin, Enea G. Bongiorno & Aldo Goia. (2022) The correction term in a small-ball probability factorization for random curves. Journal of Multivariate Analysis 189, pages 104891.
Crossref
Eliana Christou & Michael Grabchak. (2022) Risk Estimation With Composite Quantile Regression. Econometrics and Statistics.
Crossref
Alessandra Insana. (2022) Does systematic risk change when markets close? An analysis using stocks’ beta. Economic Modelling 109, pages 105782.
Crossref
Eun Ryung Lee, Jinwoo Cho & Seyoung Park. (2022) Penalized kernel quantile regression for varying coefficient models. Journal of Statistical Planning and Inference 217, pages 8-23.
Crossref
Pu Huang, Zhangjing Yang, Wenbo Wang & Fanlong Zhang. (2022) Denoising Low-Rank Discrimination based Least Squares Regression for image classification. Information Sciences 587, pages 247-264.
Crossref
Ruixuan Liu & Zhengfei Yu. (2022) Sample selection models with monotone control functions. Journal of Econometrics 226:2, pages 321-342.
Crossref
Qiang Zhao, Chao Zhang, Jingjing Wu & Xiuli Wang. (2022) Robust and efficient estimation for nonlinear model based on composite quantile regression with missing covariates. AIMS Mathematics 7:5, pages 8127-8146.
Crossref
Jiayi Wang, Raymond K. W. Wong, Shu Yang & Kwun Chuen Gary Chan. (2022) Estimation of partially conditional average treatment effect by double kernel-covariate balancing. Electronic Journal of Statistics 16:2.
Crossref
Shuping Zhao & Bob Zhang. (2022) Joint Constrained Least-Square Regression With Deep Convolutional Feature for Palmprint Recognition. IEEE Transactions on Systems, Man, and Cybernetics: Systems 52:1, pages 511-522.
Crossref
Qi Zhang & Bob Zhang. (2021) Low Rank Based Discriminative Least Squares Regression with Sparse Autoencoder Processing for Image Classification. Low Rank Based Discriminative Least Squares Regression with Sparse Autoencoder Processing for Image Classification.
Yan Liu & Jing Cynthia Wu. (2021) Reconstructing the yield curve. Journal of Financial Economics 142:3, pages 1395-1425.
Crossref
Shakhawat Hossain & Le An Lac. (2021) Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data. TEST 30:4, pages 811-835.
Crossref
Hui Zhou, Liam M. WotherspoonConnor P. Hayden, Christopher R. McGann, Andrew Stolte & Iain Haycock. (2021) Assessment of Existing SPT–CPT Correlations Using a New Zealand Database. Journal of Geotechnical and Geoenvironmental Engineering 147:11.
Crossref
Agnieszka Gajewicz-Skretna, Ayako Furuhama, Hiroshi Yamamoto & Noriyuki Suzuki. (2021) Generating accurate in silico predictions of acute aquatic toxicity for a range of organic chemicals: Towards similarity-based machine learning methods. Chemosphere 280, pages 130681.
Crossref
Sigurd Dyrting & Andrew Taylor. (2021) Smoothing destination-specific migration flows. The Annals of Regional Science 67:2, pages 359-383.
Crossref
Yuze Yuan, Lihua Bai & Jiancheng Jiang. (2021) Functional‐coefficient regression models with GARCH errors. Canadian Journal of Statistics 49:3, pages 939-964.
Crossref
Tomasz Gałkowski, Adam Krzyżak, Zofia Patora-Wysocka, Zbigniew Filutowicz & Lipo Wang. (2021) A New Approach to Detection of Changes in Multidimensional Patterns - Part II. Journal of Artificial Intelligence and Soft Computing Research 11:3, pages 217-227.
Crossref
Yuchen Shi & Nan Chen. (2021) Conditional Kernel Density Estimation Considering Autocorrelation for Renewable Energy Probabilistic Modeling. IEEE Transactions on Power Systems 36:4, pages 2957-2965.
Crossref
Olga Savchuk & Alex A. Volinsky. (2021) Nonparametric estimation of SiC film residual stress from the wafer surface profile. Measurement 177, pages 109238.
Crossref
Ji-Eun Choi & Dong Wan Shin. (2020) Nonparametric estimation of time varying correlation coefficient. Journal of the Korean Statistical Society 50:2, pages 333-353.
Crossref
Lu Ou & Zhibiao Zhao. (2020) Value‐at‐risk forecasting via dynamic asymmetric exponential power distributions. Journal of Forecasting 40:2, pages 291-300.
Crossref
Shuping Zhao & Bob Zhang. (2021) Learning Complete and Discriminative Direction Pattern for Robust Palmprint Recognition. IEEE Transactions on Image Processing 30, pages 1001-1014.
Crossref
Sigurd Dyrting. (2020) Smoothing migration intensities with P-TOPALS. Demographic Research 43, pages 1527-1570.
Crossref
Yandi Shen, Chao Gao, Daniela Witten & Fang Han. (2020) Optimal estimation of variance in nonparametric regression with random design. The Annals of Statistics 48:6.
Crossref
Yicheng Kang. (2020) Measuring timeliness of annual reports filing by jump additive models. The Annals of Applied Statistics 14:4.
Crossref
W. John Braun, James Stafford & Patrick Brown. (2020) Data sharpening via firth’s adjusted score function. Statistics & Probability Letters 165, pages 108831.
Crossref
Chunyu Yang, Weiwei Wang, Xiangchu Feng & Ruiqiang He. (2020) Group discriminative least square regression for multicategory classification. Neurocomputing 407, pages 175-184.
Crossref
Xin Geng, Carlos Martins-Filho & Feng Yao. (2020) Estimation of a partially linear additive model with generated covariates. Journal of Statistical Planning and Inference 208, pages 94-118.
Crossref
Xiuli Wang, Yunquan Song & Shuxia Zhang. (2020) An efficient estimation for the parameter in additive partially linear models with missing covariates. Journal of the Korean Statistical Society 49:3, pages 779-801.
Crossref
Zhe Chen, Xiao-Jun Wu & Josef Kittler. (2020) Low-rank discriminative least squares regression for image classification. Signal Processing 173, pages 107485.
Crossref
Jiaqing Lv. (2020) Transient stability assessment in large-scale power systems based on the sparse single index model. Electric Power Systems Research 184, pages 106291.
Crossref
Jungteak Jang & Kee-Hoon Kang. (2020) Local linear regression analysis for interval-valued data. Communications for Statistical Applications and Methods 27:3, pages 365-376.
Crossref
Shuping Zhao, Bob Zhang & Shuyi Li. (2020) Discriminant and Sparsity Based Least Squares Regression with l 1 Regularization for Feature Representation . Discriminant and Sparsity Based Least Squares Regression with l 1 Regularization for Feature Representation .
Pavel Čížek & Serhan Sadıkoğlu. (2019) Robust nonparametric regression: A review. WIREs Computational Statistics 12:3.
Crossref
Nelson Kiprono Bii, Christopher Ouma Onyango & John Odhiambo. (2020) Estimation of a Finite Population Mean under Random Nonresponse Using Kernel Weights. Journal of Probability and Statistics 2020, pages 1-9.
Crossref
Marie Hušková, Simos G. Meintanis & Charl Pretorius. (2020) Tests for validity of the semiparametric heteroskedastic transformation model. Computational Statistics & Data Analysis 144, pages 106895.
Crossref
Jing Yang, Guoliang Tian, Fang Lu & Xuewen Lu. (2020) Single-index modal regression via outer product gradients. Computational Statistics & Data Analysis 144, pages 106867.
Crossref
Hohsuk Noh & Seong J. Yang. (2020) Comparing Groups of Decision-Making Units in Efficiency Based on Semiparametric Regression. Mathematics 8:2, pages 233.
Crossref
Jin Liu, Yingying Ma & Hansheng Wang. (2020) Semiparametric model for covariance regression analysis. Computational Statistics & Data Analysis 142, pages 106815.
Crossref
Ruixuan Liu. (2020) A competing risks model with time‐varying heterogeneity and simultaneous failure. Quantitative Economics 11:2, pages 535-577.
Crossref
Ted Westling, Mark J. van der Laan & Marco Carone. (2020) Correcting an estimator of a multivariate monotone function with isotonic regression. Electronic Journal of Statistics 14:2.
Crossref
Li Cai, Lei Jin & Suojin Wang. (2020) Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data. Electronic Journal of Statistics 14:1.
Crossref
Tomáš Rubín & Victor M. Panaretos. (2020) Sparsely observed functional time series: estimation and prediction. Electronic Journal of Statistics 14:1.
Crossref
Jonas Bertels & Gerrit T.S. Beemster. (2020) leafkin —An R package for automated kinematic data analysis of monocot leaves . Quantitative Plant Biology 1.
Crossref
Ronny Vallejos, Felipe Osorio & Moreno BevilacquaRonny Vallejos, Felipe Osorio & Moreno Bevilacqua. 2020. Spatial Relationships Between Two Georeferenced Variables. Spatial Relationships Between Two Georeferenced Variables 115 130 .
Yunlu Jiang, Guo-Liang Tian & Yu Fei. (2017) A robust and efficient estimation method for partially nonlinear models via a new MM algorithm. Statistical Papers 60:6, pages 2063-2085.
Crossref
Takuma Yoshida. (2017) Two stage smoothing in additive models with missing covariates. Statistical Papers 60:6, pages 1803-1826.
Crossref
Christopher F. Parmeter & Valentin Zelenyuk. (2019) Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis. Operations Research 67:6, pages 1628-1658.
Crossref
Xi LiuKeming YuQifa XuXueqing Tang. (2018) Improved local quantile regression. Statistical Modelling 19:5, pages 501-523.
Crossref
Mercedes Conde-Amboage & César Sánchez-Sellero. (2018) A plug-in bandwidth selector for nonparametric quantile regression. TEST 28:2, pages 423-450.
Crossref
Dazhi Yang. (2019) Post-processing of NWP forecasts using ground or satellite-derived data through kernel conditional density estimation. Journal of Renewable and Sustainable Energy 11:2.
Crossref
Dazhi Yang & Richard Perez. (2019) Can we gauge forecasts using satellite-derived solar irradiance?. Journal of Renewable and Sustainable Energy 11:2.
Crossref
James A. Collins, Frank Lamy, Jérôme Kaiser, Nicoletta Ruggieri, Susann Henkel, Ricardo De Pol‐Holz, René Garreaud & Helge W. Arz. (2019) Centennial‐Scale SE Pacific Sea Surface Temperature Variability Over the Past 2,300 Years. Paleoceanography and Paleoclimatology 34:3, pages 336-352.
Crossref
Yiping Yang, Tiejun Tong & Gaorong Li. (2018) SIMEX estimation for single-index model with covariate measurement error. AStA Advances in Statistical Analysis 103:1, pages 137-161.
Crossref
J. Roca-Pardiñas & C. Ordóñez. (2019) Predicting pollution incidents through semiparametric quantile regression models. Stochastic Environmental Research and Risk Assessment 33:3, pages 673-685.
Crossref
Marlon Fritz, Thomas Gries & Yuanhua Feng. (2018) Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics. Oxford Bulletin of Economics and Statistics 81:1, pages 62-78.
Crossref
Narumasa Tsutsumida, Pedro Rodríguez-Veiga, Paul Harris, Heiko Balzter & Alexis Comber. (2019) Investigating spatial error structures in continuous raster data. International Journal of Applied Earth Observation and Geoinformation 74, pages 259-268.
Crossref
Li-Pang Chen. (2019) Investigating effects of bandwidth selection in local polynomial regression model with applications. Model Assisted Statistics and Applications 14:1, pages 31-45.
Crossref
Chunyu Yang, Weiwei Wang & Xiangchu Feng. (2019) Group Discriminative Least Square Regression. Group Discriminative Least Square Regression.
Yugen Yi, Yuqi Chen, Jiangyan Dai, Xiaolin Gui, Chunlei Chen, Gang Lei & Wenle Wang. (2018) Semi-Supervised Ridge Regression with Adaptive Graph-Based Label Propagation. Applied Sciences 8:12, pages 2636.
Crossref
Junying Zhang, Riquan Zhang & Jiajia Zhang. (2017) Feature Screening for Nonparametric and Semiparametric Models with Ultrahigh-Dimensional Covariates. Journal of Systems Science and Complexity 31:5, pages 1350-1361.
Crossref
Hadi Emami. (2018) Ridge estimation in semiparametric linear measurement error models. Linear Algebra and its Applications 552, pages 127-146.
Crossref
Jingyuan Liu, Lejia Lou & Runze Li. (2018) Variable selection for partially linear models via partial correlation. Journal of Multivariate Analysis 167, pages 418-434.
Crossref
Xiaobing Zhao, Weiwei Wang, Lei Liu & Ya‐Chen T. Shih. (2018) A flexible quantile regression model for medical costs with application to Medical Expenditure Panel Survey Study. Statistics in Medicine 37:17, pages 2645-2666.
Crossref
Jie Wen, Yong Xu, Zuoyong Li, Zhongli Ma & Yuanrong Xu. (2018) Inter-class sparsity based discriminative least square regression. Neural Networks 102, pages 36-47.
Crossref
Jing Yang, Fang Lu & Hu Yang. (2018) Quantile regression for robust inference on varying coefficient partially nonlinear models. Journal of the Korean Statistical Society 47:2, pages 172-184.
Crossref
Aboubacar Amiri & Baba Thiam. (2016) Regression estimation by local polynomial fitting for multivariate data streams. Statistical Papers 59:2, pages 813-843.
Crossref
Shucong Zhang & Yong Zhou. (2018) Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations. Journal of Multivariate Analysis 165, pages 1-13.
Crossref
Carlos Martins-Filho, Feng Yao & Maximo Torero. (2016) NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY. Econometric Theory 34:1, pages 23-67.
Crossref
Jan Holešovský, Martina Čampulová & Jaroslav Michálek. (2018) Semiparametric outlier detection in nonstationary times series: Case study for atmospheric pollution in Brno, Czech Republic. Atmospheric Pollution Research 9:1, pages 27-36.
Crossref
Ketan Bajaj & P. Anbazhagan. (2017) Determination of GMPE functional form for an active region with limited strong motion data: application to the Himalayan region. Journal of Seismology 22:1, pages 161-185.
Crossref
Jicheng Fu, Fang Li, Marcus Ong, Tyler Cook, Gang Qian & Yan Daniel Zhao. 2018. Digital Human Modeling. Applications in Health, Safety, Ergonomics, and Risk Management. Digital Human Modeling. Applications in Health, Safety, Ergonomics, and Risk Management 158 168 .
James A. Collins, Matthias Prange, Thibaut Caley, Luis Gimeno, Britta Beckmann, Stefan Mulitza, Charlotte Skonieczny, Didier Roche & Enno Schefuß. (2017) Rapid termination of the African Humid Period triggered by northern high-latitude cooling. Nature Communications 8:1.
Crossref
Jiaqing Lv, Miroslaw Pawlak & U. D. Annakkage. (2017) Prediction of the Transient Stability Boundary Based on Nonparametric Additive Modeling. IEEE Transactions on Power Systems 32:6, pages 4362-4369.
Crossref
Sokbae Lee, Ryo Okui & Yoon‐Jae Whang. (2017) Doubly robust uniform confidence band for the conditional average treatment effect function. Journal of Applied Econometrics 32:7, pages 1207-1225.
Crossref
Thomas Gries, Marlon Fritz & Yuanhua Feng. (2017) Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain. Review of Economics 68:2, pages 153-166.
Crossref
Lu-Hung Chen & Ci-Ren Jiang. (2016) Multi-dimensional functional principal component analysis. Statistics and Computing 27:5, pages 1181-1192.
Crossref
Olga Y. Savchuk & Jeffrey D. Hart. (2017) Fully robust one-sided cross-validation for regression functions. Computational Statistics 32:3, pages 1003-1025.
Crossref

Displaying 200 of 454 citing articles. Use the download link below to view the full list of citing articles.

Download full citations list

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.