Nonparametric regression with right‐censored covariate via conditional density function
Sign Up to like & getrecommendations! Published in 2022 at "Statistics in Medicine"
DOI: 10.1002/sim.9343
Abstract: Censoring often occurs in data collection. This article, considers nonparametric regression when the covariate is censored under general settings. In contrast to censoring in the response variable in survival analysis, regression with censored covariates is… read more here.
Keywords: right censored; function; regression; nonparametric regression ... See more keywords
Comparing two nonparametric regression curves in the presence of long memory in covariates and errors
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DOI: 10.1007/s00184-019-00735-4
Abstract: This paper discusses the problem of testing the equality of two nonparametric regression functions against two-sided alternatives in the presence of long memory in the common covariate and errors. The proposed test is based on… read more here.
Keywords: nonparametric regression; two nonparametric; presence long; long memory ... See more keywords
Nonparametric regression with selectively missing covariates
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DOI: 10.1016/j.jeconom.2020.07.050
Abstract: We consider the problem of regression with selectively observed covariates in a nonparametric framework. Our approach relies on instrumental variables that explain variation in the latent covariates but have no direct effect on selection. The… read more here.
Keywords: regression selectively; regression; income; nonparametric regression ... See more keywords
A new Bayesian wavelet thresholding estimator of nonparametric regression
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Applied Statistics"
DOI: 10.1080/02664763.2016.1182130
Abstract: ABSTRACT The methods of estimation of nonparametric regression function are quite common in statistical application. In this paper, the new Bayesian wavelet thresholding estimation is considered. The new mixture prior distributions for the estimation of… read more here.
Keywords: regression; nonparametric regression; estimator; new bayesian ... See more keywords
An application of nonparametric regression to missing data in large market surveys
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DOI: 10.1080/02664763.2017.1369498
Abstract: ABSTRACT Non-response (or missing data) is often encountered in large-scale surveys. To enable the behavioural analysis of these data sets, statistical treatments are commonly applied to complete or remove these data. However, the correctness of… read more here.
Keywords: regression missing; application nonparametric; nonparametric regression; data large ... See more keywords
Adaptive nonparametric regression on finite support
Sign Up to like & getrecommendations! Published in 2020 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2020.1749855
Abstract: Abstract In this paper, we propose an adaptive nonparametric regression estimation procedure when the covariate is supported over a finite interval. Unlike the classical symmetric kernel regression, the proposed kernel estimator is based on the… read more here.
Keywords: finite support; nonparametric regression; adaptive nonparametric; regression finite ... See more keywords
Standard Errors for Nonparametric Regression
Sign Up to like & getrecommendations! Published in 2020 at "Econometric Reviews"
DOI: 10.1080/07474938.2020.1772563
Abstract: Abstract This paper proposes five pointwise consistent and asymptotic normal estimators of the asymptotic variance function of the Nadaraya-Watson kernel estimator for nonparametric regression. The proposed estimators are constructed based on the first-stage nonparametric residuals,… read more here.
Keywords: errors nonparametric; nonparametric regression; standard errors; regression ... See more keywords
Discontinuities in robust nonparametric regression with α-mixing dependence
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Nonparametric Statistics"
DOI: 10.1080/10485252.2017.1303061
Abstract: ABSTRACT The main idea of the paper is to introduce a robust regression estimation method under an α-mixing dependence assumption, staying free of any parametric model restrictions while also allowing for some sudden changes in… read more here.
Keywords: robust nonparametric; regression; discontinuities robust; nonparametric regression ... See more keywords
Assessment of nonlinear dose-response relationships via nonparametric regression.
Sign Up to like & getrecommendations! Published in 2023 at "Journal of biopharmaceutical statistics"
DOI: 10.1080/10543406.2023.2183505
Abstract: We propose a simple approach to assess whether a nonlinear parametric model is appropriate to depict the dose-response relationships and whether two parametric models can be applied to fit a dataset via nonparametric regression. The… read more here.
Keywords: dose response; response relationships; nonparametric regression; via nonparametric ... See more keywords
Online Kernel estimation of stationary stochastic diffusion models
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DOI: 10.1080/14697688.2016.1262054
Abstract: Nonparametric regression has recently become important in quantitative finance due to its distribution-free property. However, this advantage does not come without any cost. As large sample sizes are always required to adequately estimate local structures,… read more here.
Keywords: diffusion models; nonparametric regression; finance; stationary stochastic ... See more keywords
Asymptotics for $L_{1}$-wavelet method for nonparametric regression
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Inequalities and Applications"
DOI: 10.1186/s13660-020-02483-w
Abstract: Wavelets are particularly useful because of their natural adaptive ability to characterize data with intrinsically local properties. When the data contain outliers or come from a population with a heavy-tailed distribution, $L_{1}$ -estimation should obtain… read more here.
Keywords: method nonparametric; wavelet method; nonparametric regression; rate ... See more keywords