scholarly journals Estimation of Biresponse Multipredictor Model using Local Linear Estimator in Case of Scholastic Aptitude and Islamic Tests Modeling

2021 ◽  
Vol 1764 (1) ◽  
pp. 012076
Author(s):  
Nidhomuddin ◽  
N Chamidah ◽  
A Kurniawan
Keyword(s):  
Linear Estimator ◽  
Scholastic Aptitude ◽  
Local Linear ◽  
Local Linear Estimator

scholarly journals LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES

2012 ◽  
Vol 28 (5) ◽  
pp. 935-958 ◽  
Author(s):  
Degui Li ◽  
Zudi Lu ◽  
Oliver Linton
Keyword(s):  
Convergence Rates ◽  
Regression Function ◽  
Linear Estimator ◽  
Uniform Consistency ◽  
Linear Fitting ◽  
Semiparametric Modeling ◽  
Local Linear Fitting ◽  
Local Linear ◽  
Local Linear Estimator ◽  
Nonparametric Kernel

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.

A Recursive Local Linear Estimator for Identification of Nonlinear ARX Systems*

2012 ◽  
Vol 45 (16) ◽  
pp. 1517-1522 ◽  
Author(s):  
Wen-Xiao Zhao ◽  
Wei Xing Zheng ◽  
Er-Wei Bai
Keyword(s):  
Linear Estimator ◽  
Local Linear ◽  
Local Linear Estimator
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