Computational Aspects of Automatic Model Selection in Local Polynomial Regression
نویسنده
چکیده
In this paper I am interested in investigating automatic model selection in local polynomial fitting, in particular the method of bandwidth and order selection introduced by Fan and Gijbels. I will discuss computational aspects of these methods. Finally I will introduce a method of automatically selecting the quantity and location of a set of local polynomials.
منابع مشابه
Additive Coefficient Modeling via Polynomial Spline
A flexible nonparametric regression model is considered in which the response depends linearly on some covariates, with regression coefficients as additive functions of other covariates. Polynomial spline estimators are proposed for the unknown coefficient functions, with optimal univariate mean square convergence rate under geometric mixing condition. Consistent model selection method is also ...
متن کاملHybrid local polynomial wavelet shrinkage: wavelet regression with automatic boundary adjustment
An usual assumption underlying the use of wavelet shrinkage is that the regression function is assumed to be either periodic or symmetric. However, such an assumption is not always realistic. This paper proposes an e5ective method for correcting the boundary bias introduced by the inappropriateness of such periodic or symmetric assumption. The idea is to combine wavelet shrinkage with local pol...
متن کاملNeural networks for bandwidth selection in local linear regression of time series
The problem of automatic bandwidth selection in nonparametric regression is considered when a local linear estimator is used to derive nonparametrically the unknown regression function. A plug-in method for choosing the smoothing parameter based on the use of the neural networks is presented. The method applies to dependent data generating processes with nonlinear autoregressive time series rep...
متن کاملA Non-linear Static Equivalent Model for Multi-layer Annular/Circular Graphene Sheet Based on Non-local Elasticity Theory Considering Third Order Shear Deformation Theory in Thermal Environment
In this paper, it is tried to find an approximate single layer equivalent for multi-layer graphene sheets based on third order non-local elasticity theory. The plates are embedded in two parameter Winkler-Pasternak elastic foundation, and also the thermal effects are considered. A uniform transverse load is imposed on the plates. Applying the non-local theory of Eringen based on third order she...
متن کاملStock Price Prediction using Machine Learning and Swarm Intelligence
Background and Objectives: Stock price prediction has become one of the interesting and also challenging topics for researchers in the past few years. Due to the non-linear nature of the time-series data of the stock prices, mathematical modeling approaches usually fail to yield acceptable results. Therefore, machine learning methods can be a promising solution to this problem. Methods: In this...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1996