scholarly journals Optimal Design for Curve Estimation by Local Linear Smoothing

Bernoulli ◽  
1998 ◽  
Vol 4 (1) ◽  
pp. 3 ◽  
Author(s):  
Ming-Yen Cheng ◽  
Peter Hall ◽  
D. Michael Titterington

2015 ◽  
Vol 39 (16) ◽  
pp. 4630-4645
Author(s):  
Antonio Jesús López-Montoya ◽  
María Luz Gámiz-Pérez ◽  
María Dolores Martínez-Miranda


Biometrika ◽  
1998 ◽  
Vol 85 (2) ◽  
pp. 333-345 ◽  
Author(s):  
E Choi


2007 ◽  
Vol 177 (18) ◽  
pp. 3882-3900 ◽  
Author(s):  
Ning Wang ◽  
Wen-Xiu Zhang ◽  
Chang-Lin Mei






2014 ◽  
Vol 2014 ◽  
pp. 1-17 ◽  
Author(s):  
Qiang Xiong ◽  
Yuan Li ◽  
XingFa Zhang

We propose a class of single-index ARCH(p)-M models and investigate estimators of the parametric and nonparametric components. We first estimate the nonparametric component using local linear smoothing technique and then construct an estimator of parametric component by using profile quasimaximum likelihood method. Under regularity conditions, the asymptotic properties of our estimators are established.



2002 ◽  
Vol 83 (1) ◽  
pp. 56-83 ◽  
Author(s):  
Gérard Grégoire ◽  
Zouhir Hamrouni


2017 ◽  
Vol 110 ◽  
pp. 50-63 ◽  
Author(s):  
Hongmei Lin ◽  
Riquan Zhang ◽  
Wenchao Xu ◽  
Yuedong Wang


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