Local Walsh-average regression
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DOI: 10.1016/j.jmva.2011.12.003
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References listed on IDEAS
- Wang, Hansheng & Xia, Yingcun, 2009. "Shrinkage Estimation of the Varying Coefficient Model," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 747-757.
- Terpstra, Jeff T. & McKean, Joseph W., 2005. "Rank-Based Analysis of Linear Models Using R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 14(i07).
- Bo Kai & Runze Li & Hui Zou, 2010. "Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(1), pages 49-69, January.
- Wang, Lan & Kai, Bo & Li, Runze, 2009. "Local Rank Inference for Varying Coefficient Models," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1631-1645.
- Pollard, David, 1991. "Asymptotics for Least Absolute Deviation Regression Estimators," Econometric Theory, Cambridge University Press, vol. 7(2), pages 186-199, June.
Citations
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Cited by:
- Shang, Suoping & Zou, Changliang & Wang, Zhaojun, 2012. "Local Walsh-average regression for semiparametric varying-coefficient models," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1815-1822.
- Jing Sun & Lu Lin, 2014. "Local rank estimation and related test for varying-coefficient partially linear models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(1), pages 187-206, March.
- Niu, Cuizhen & Guo, Xu & Li, Yong & Zhu, Lixing, 2018. "Pairwise distance-based tests for conditional symmetry," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 145-162.
- Long Feng & Changliang Zou & Zhaojun Wang & Lixing Zhu, 2015. "Robust comparison of regression curves," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 185-204, March.
- Ayub, Kanwal & Song, Weixing & Shi, Jianhong, 2022. "Extrapolation estimation in parametric regression models with measurement error," Computational Statistics & Data Analysis, Elsevier, vol. 172(C).
- Yunquan Song & Hang Su & Minmin Zhan, 2024. "Local Walsh-average-based Estimation and Variable Selection for Spatial Single-index Autoregressive Models," Networks and Spatial Economics, Springer, vol. 24(2), pages 313-339, June.
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Keywords
Asymptotic efficiency; Local composite quantile estimator; Local polynomial regression; Robust nonparametric regression; Walsh-average regression;All these keywords.
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