Nonparametric regression: Difference between revisions

Content deleted Content added
Nonparametric multiplicative regression: Optimum choice of a smoothing method depends => The optimal choice of a smoothing method depends
Line 96:
==Further reading==
* {{cite book |last=Bowman |first=A. W. |first2=A. |last2=Azzalini |year=1997 |title=Applied Smoothing Techniques for Data Analysis |publisher=Clarendon Press |___location=Oxford |isbn=0198523963 }}
* Cleveland, W.S. (1979) "Robust locally weighted regression and smoothing scatterplots" J. Amer. Statist. Assoc., 74 , pp. 829–836
* McCune, B. and M. J. Mefford (2009). HyperNiche. Nonparametric Multiplicative Habitat Modeling. Version 2. MjM Software, Gleneden Beach, Oregon, U.S.A.
* Fan, J. (1993) "Local linear regression smoothers and their minimax efficiency" Ann. Statist., 21, pp. 196–216
* Fan, J. and I. Gijbels (1992) Variable bandwidth and local linear regression smoothers, Ann. Statist., 20, pp. 2008–2036
* Fan, J. and I. Gijbels (1996) Local Polynomial Modelling and its Applications, Chapman and Hall
* Li, Q. and J. Racine (2007) Nonparametric Econometrics: Theory and Practice, Princeton University Press
* [http://www.sciencedirect.com/science/article/pii/S0167947314001741 Li, D., Simar, L. and V. Zelenyuk (2014) "Generalized nonparametric smoothing with mixed discrete and continuous data" Computational Statistics and Data Analysis, 1-21. doi:10.1016/j.csda.2014.06.003]
* Pagan, A. and A. Ullah (1999) Nonparametric Econometrics, Cambridge University Press.
* Racine, J. and Q. Li, (2004) "Nonparametric estimation of regression functions with both categorical and continuous data" Journal of Econometrics 119, pp. 99–130
* [https://ideas.repec.org/a/eee/econom/v146y2008i1p185-198.html Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin, 2008. "Local likelihood estimation of truncated regression and its partial derivatives: Theory and application," Journal of Econometrics, Elsevier, vol. 146(1), pages 185-198, September.]
 
==External links==