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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)
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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unpublished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
2016-04-04 09:38:52
date last changed
2018-11-21 20:54:36
@article{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    = {{Manne Siegbahn Institute}},
  series       = {{Preprint without journal information}},
  title        = {{Empirical-bias bandwidths for spatial local polynomial regression with correlated errors}},
  year         = {{2004}},
}