The Kernel Estimate of a Regression Function in Likelihood-Based Models

By Joan G. Staniswalis. 1989

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Citations in the corpus

Generalized random forests (2016, methodology): “The idea of local maximum likelihood (and local generalized method of moments) estimation has a long history, including Fan, Farmen and Gijbels (1998), Newey (1994a), Staniswalis (1989), Stone (1977), Tibshirani and Hastie (1987) and Lewbel (2007).”
Non-Parametric Regression for Binary Dependent Variables (2006, methodology): “In the context of local likelihood estimation, Staniswalis (1989) suggested a different crossvalidation criterion based on maximizing the leave-one-out fitted likelihood function CVM L (h, λ) = n∑ i=1 Yi ln g(Xi , θ̂−Xi |h,δ,λ) + (1 − Yi ) ln(1 − g(Xi , θ̂−Xi |h,δ,λ)).”
Local maximum likelihood estimation and inference (1998, methodology): “Staniswalis (1989) approached the same problem by using a kernel method.”
Nonparametric binary regression using a Gaussian process prior (2007, background): “Tibshirani and Hastie [19] introduced the local likelihood approach which was extended to locally weighted likelihood approach by Staniswalis [18].”
Local nonlinear least squares: Using parametric information in nonparametric regression (2000, methodology): “37) applied to the class Q (n) and A4 that sup Q (n) jPnq (n) Pq (n)j hd n a:s:; (41) provided sup Q (n) Pq 2 (n) 1=2 < hd=2 (42) and supN1(";H;Q (n)) A" W for 0 < " 1; (43) where the supremum is taken over all probability measures H, and A and W are constants independent of n.”
Propagation-Separation Approach for Local Likelihood Estimation (2006, methodology): “An extension to the local likelihood approach is discussed in Tibshirani and Hastie (1987), Staniswalis (1989), Loader (1996), Fan, Farmen and Gijbels (1998) among others.”
On the Cox Model With Time-Varying Regression Coefficients (2005, methodology): “The kernel-weighted likelihood-based approach has also been used in a different context for regression analysis (Staniswalis 1989; Hunsberger 1994).”
Nonparametric Analysis of Temporal Trend When Fitting Parametric Models to ExtremeValue Data (2000, methodology): “On the other hand, trends in maximum temperatures recorded at weather stations in the western half of Australia are commonly upwards through most of the twentieth century, with the result that the average annual maximum Australian temperature, discussed by Torok and Nicholls (1996), evidences behavi”
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (2010, methodology): “When the error term has a known density form, Staniswalis (1989) proposed estimating the nonparametric regression function by maximizing the local log-likelihood.”
Bootstrap confidence bands for regression curves and their derivatives (2003, background): “Staniswalis (1989) introduced local constant likelihood estimation, that is, taking p = 0, see also Zhao (1994).”