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Recursive Estimation of Regression Functions by Local Polynomial Fitting

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  • J. Vilar-Fernández
  • J. Vilar-Fernández

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  • 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.
    • Handle: RePEc:spr:aistmt:v:50:y:1998:i:4:p:729-754
    DOI: 10.1023/A:1003764914460
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    References listed on IDEAS

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    1. 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.
    2. Masry, Elias, 1996. "Multivariate regression estimation local polynomial fitting for time series," Stochastic Processes and their Applications, Elsevier, vol. 65(1), pages 81-101, December.
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    Cited by:

    1. Daouia, Abdelaati & Stupfler, Gilles & Usseglio-Carleve, Antoine, 2022. "Inference for extremal regression with dependent heavy-tailed data," TSE Working Papers 22-1324, Toulouse School of Economics (TSE), revised 29 Aug 2023.
    2. A. Pérez-González & J. Vilar-Fernández & W. González-Manteiga, 2009. "Asymptotic properties of local polynomial regression with missing data and correlated errors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(1), pages 85-109, March.
    3. Sanchez, Ismael, 2006. "Short-term prediction of wind energy production," International Journal of Forecasting, Elsevier, vol. 22(1), pages 43-56.

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