Advanced

Empirical-bias bandwidths for spatial local polynomial regression with correlated errors

Lindström, Torgny LU (2004) In Preprint without journal information
Abstract
The empirical-bias bandwidth selector (EBBS) is a method for data-driven selection of bandwidths for local polynomial regression. It is a bandwidth selection method for estimation of the mean-function and its partial derivatives of any order as well as for estimation of the variance-function. Moreover EBBS allows for univariate as well as multivariate

predictor variables.

In this paper we introduce the empirical-bias bandwidth selector, EBBSdep. This estimation procedure is adjusted to allow for dependent errors and selection of diagonal or full bandwidth matrices for estimation of the mean-function or one of its partial derivatives as well as for estimation of the variance-function. Asymptotic results for the... (More)
The empirical-bias bandwidth selector (EBBS) is a method for data-driven selection of bandwidths for local polynomial regression. It is a bandwidth selection method for estimation of the mean-function and its partial derivatives of any order as well as for estimation of the variance-function. Moreover EBBS allows for univariate as well as multivariate

predictor variables.

In this paper we introduce the empirical-bias bandwidth selector, EBBSdep. This estimation procedure is adjusted to allow for dependent errors and selection of diagonal or full bandwidth matrices for estimation of the mean-function or one of its partial derivatives as well as for estimation of the variance-function. Asymptotic results for the conditional bias of the first order partial derivative

estimates are given for the local quadratic regression case.

A simulation study is performed to compare the adjusted and the original version of EBBS with theoretical results for a few cases displaying varying degrees of positive correlation. (Less)
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
unpublished
subject
in
Preprint without journal information
issue
2004:11
publisher
Manne Siegbahn Institute
ISSN
0348-7911
language
English
LU publication?
yes
id
e5a65f79-b103-4a9e-9d67-0f8c30b8ce42 (old id 928966)
date added to LUP
2008-01-14 16:06:06
date last changed
2016-04-16 07:00:51
@misc{e5a65f79-b103-4a9e-9d67-0f8c30b8ce42,
  abstract     = {The empirical-bias bandwidth selector (EBBS) is a method for data-driven selection of bandwidths for local polynomial regression. It is a bandwidth selection method for estimation of the mean-function and its partial derivatives of any order as well as for estimation of the variance-function. Moreover EBBS allows for univariate as well as multivariate <br/><br>
predictor variables. <br/><br>
In this paper we introduce the empirical-bias bandwidth selector, EBBSdep. This estimation procedure is adjusted to allow for dependent errors and selection of diagonal or full bandwidth matrices for estimation of the mean-function or one of its partial derivatives as well as for estimation of the variance-function. Asymptotic results for the conditional bias of the first order partial derivative <br/><br>
estimates are given for the local quadratic regression case. <br/><br>
A simulation study is performed to compare the adjusted and the original version of EBBS with theoretical results for a few cases displaying varying degrees of positive correlation.},
  author       = {Lindström, Torgny},
  issn         = {0348-7911},
  language     = {eng},
  number       = {2004:11},
  publisher    = {ARRAY(0x8835618)},
  series       = {Preprint without journal information},
  title        = {Empirical-bias bandwidths for spatial local polynomial regression with correlated errors},
  year         = {2004},
}