Local linear fitting and improved estimation near peaks

2009 ◽  
Vol 37 (3) ◽  
pp. 453-475 ◽  
Author(s):  
Lieven Desmet ◽  
Irène Gijbels

2012 ◽  
Vol 28 (5) ◽  
pp. 935-958 ◽  
Author(s):  
Degui Li ◽  
Zudi Lu ◽  
Oliver Linton

Local linear fitting is a popular nonparametric method in statistical and econometric modeling. Lu and Linton (2007, Econometric Theory23, 37–70) established the pointwise asymptotic distribution for the local linear estimator of a nonparametric regression function under the condition of near epoch dependence. In this paper, we further investigate the uniform consistency of this estimator. The uniform strong and weak consistencies with convergence rates for the local linear fitting are established under mild conditions. Furthermore, general results regarding uniform convergence rates for nonparametric kernel-based estimators are provided. The results of this paper will be of wide potential interest in time series semiparametric modeling.



2006 ◽  
Vol 23 (01) ◽  
Author(s):  
Zudi Lu ◽  
Oliver Linton


2019 ◽  
Vol 28 (03) ◽  
pp. 1
Author(s):  
Yanfu Zhang ◽  
Li Ding ◽  
Gaurav Sharma


2006 ◽  
Vol 59 (2) ◽  
pp. 235-272 ◽  
Author(s):  
Irène Gijbels ◽  
Alexandre Lambert ◽  
Peihua Qiu


2020 ◽  
Vol 4 (6) ◽  
pp. 750-758
Author(s):  
Kyungsang Kim ◽  
Kuang Gong ◽  
Sung-Hyun Moon ◽  
Georges El Fakhri ◽  
Marc D. Normandin ◽  
...  




2013 ◽  
Vol 30 (2) ◽  
pp. 189-200 ◽  
Author(s):  
Liu Ding ◽  
Xiaoqing Ding ◽  
Chi Fang


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