Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency

Jianqing Fan, Theo Gasser, Irène Gijbels, Michael Brockmann and Joachim Engel

Annals of the Institute of Statistical Mathematics, 1997, vol. 49, issue 1, 79-99

Keywords: Curve estimation; local polynomials; minimax efficiency; minimax risk; multivariate curve estimation; nonparametric regression; universal optimal weighting scheme (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1003162622169

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