Local modal regression

References

• Bai , J. and Perron , P. 2003 . Computation and Analysis of Multiple Structural Change Models . Journal of Applied Econometrics , 18 : 1 – 22 .
   Web of Science ®Google Scholar
• Chatterjee , S. and Price , B. 1977 . Regression Analysis by Example , New York : Wiley .
   Google Scholar
• Chu , C. K. , Glad , I. , Godtliebsen , F. and Marron , J. S. 1998 . Edge-Preserving Smoothers for Image Processing (with discussion) . Journal of the American Statistical Association , 93 : 526 – 556 .
   Web of Science ®Google Scholar
• Fan , J. and Gijbels , I. 1996 . Local Polynomial Modelling and its Applications , London : Chapman and Hall .
   Google Scholar
• Fan , J. and Jiang , J. 2000 . Variable Bandwidth and One-Step Local M-Estimator . Science in China Series A , 43 : 65 – 81 .
   Google Scholar
• Fan , J. , Hu , T. and Truong , Y. 1994 . Robust Non-Parametric Function Estimation . Scandinavian Journal of Statistics , 21 : 433 – 446 .
   Web of Science ®Google Scholar
• Frühwirth-Schnatter , S. 2001 . Markov Chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models . Journal of the American Statistical Association , 96 : 194 – 209 .
   Web of Science ®Google Scholar
• Goldenshluger , A. , Tsbakov , A. and Zeevi , A. 2006 . Optimal Change-Point Estimation from Indirect Observations . Annals of Statistics , 34 : 350 – 372 .
   Web of Science ®Google Scholar
• Goldfeld , S. M. and Quandt , R. E. 1976 . A Markov Model for Switching Regression . Journal of Econometrics , 1 : 3 – 16 .
   Google Scholar
• Green , P. J. and Richardson , S. 2002 . Hidden Markov Models and Disease Mapping . Journal of the American Statistical Association , 97 : 1055 – 1070 .
   Web of Science ®Google Scholar
• Hall , P. and Jones , M. C. 1990 . Adaptive M-Estimation in Nonparametric Regression . Annals of Statistics , 18 : 1712 – 1728 .
   Web of Science ®Google Scholar
• Härdle , W. and Gasser , T. 1984 . Robust Nonparametric Function Fitting . Journal of the Royal Statistical Society Series B Statistical Methodology , 46 : 42 – 51 .
   Web of Science ®Google Scholar
• Härdle , W. and Tsybakov , A. B. 1988 . Robust Nonparametric Regression with Simultaneous Scale Curve Estimation . Annals of Statistics , 16 : 120 – 135 .
   Web of Science ®Google Scholar
• Jiang , J. and Mack , Y. 2001 . Robust Local Polynomial Regression for Dependent Data . Statistica Sinica , 11 : 705 – 722 .
   Web of Science ®Google Scholar
• Lai , T. L. 2001 . Sequential Analysis: Some Classical Problems and New Challenges . Statistica Sinica , 11 : 303 – 408 .
   Web of Science ®Google Scholar
• Li , J. , Ray , S. and Lindsay , B. G. 2007 . A Nonparametric Statistical Approach to Clustering via Mode Identification . Journal of Machine Learning Research , 8 ( 8 ) : 1687 – 1723 .
   Google Scholar
• Rossi , P. E. , Allenby , G. M. and McCulloch , R. 2005 . Bayesian Statistics and Marketing , Chichester : Wiley .
   Google Scholar
• Ruppert , D. , Sheather , S. J. and Wand , M. P. 1995 . An Effective Bandwidth Selector for Local Least Squares Regression . Journal of the American Statistical Association , 90 : 1257 – 1270 .
   Web of Science ®Google Scholar
• Scott , D. W. 1992 . Multivariate Density Estimation: Theory, Practice and Visualization , New York : Wiley .
   Google Scholar
• Tibshirani , R. J. and Hastie , T. J. 1987 . Local Likelihood Estimation . Journal of the American Statistical Association , 82 : 559 – 567 .
   Web of Science ®Google Scholar
• Tsybakov , A. B. 1986 . Robust Reconstruction of Functions by the Local Approximation Method . Problems in Information Transmission , 22 : 133 – 146 .
   Google Scholar