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We investigate the asymptotic behavior of the Nadaraya-Watson estimator for the estimation of the regression function in a semiparametric regression model. On the one hand, we make use of the recursive version of the sliced inverse…

This paper is devoted to the nonparametric estimation of the derivative of the regression function in a nonparametric regression model. We implement a very efficient and easy to handle statistical procedure based on the derivative of the…

This study proposes a debiasing method for smooth nonparametric estimators. While machine learning techniques such as random forests and neural networks have demonstrated strong predictive performance, their theoretical properties remain…

This paper provides the theory about the convergence rate of the tilted version of linear smoother. We study tilted linear smoother, a nonparametric regression function estimator, which is obtained by minimizing the distance to an infinite…

We consider nonparametric prediction with multiple covariates, in particular categorical or functional predictors, or a mixture of both. The method proposed bases on an extension of the Nadaraya-Watson estimator where a kernel function is…

Truncated conditional expectation functions are objects of interest in a wide range of economic applications, including income inequality measurement, financial risk management, and impact evaluation. They typically involve truncating the…

This paper derives limit properties of nonparametric kernel regression estimators without requiring existence of density for regressors in $\mathbb{R}^{q}.$ In functional regression limit properties are established for multivariate…

This study introduces a debiasing method for regression estimators, including high-dimensional and nonparametric regression estimators. For example, nonparametric regression methods allow for the estimation of regression functions in a…

We discuss nonparametric tests for parametric specifications of regression quantiles. The test is based on the comparison of parametric and nonparametric fits of these quantiles. The nonparametric fit is a Nadaraya-Watson quantile smoothing…

Data sampling is an effective method to improve the training speed of neural networks, with recent results demonstrating that it can even break the neural scaling laws. These results critically rely on high-quality scores to estimate the…

This paper is devoted to the parametric estimation of a shift together with the nonparametric estimation of a regression function in a semiparametric regression model. We implement a very efficient and easy to handle Robbins-Monro…

We consider nonparametric estimation of a regression curve when the data are observed with multiplicative distortion which depends on an observed confounding variable. We suggest several estimators, ranging from a relatively simple one that…

We propose a modified weighted Nadaraya-Watson estimator for the conditional distribution of a time series with heavy tails. We establish the asymptotic normality of the proposed estimator. Simulation study is carried out to assess the…

Precise asymptotics have revealed many surprises in high-dimensional regression. These advances, however, have not extended to perhaps the simplest estimator: direct Nadaraya-Watson (NW) kernel smoothing. Here, we describe how one can use…

The nonparametric estimators built by minimizing the mean squared relative error are gaining in popularity for their robustness in the presence of outliers in comparison to the Nadaraya Watson estimators. In this paper we build a relative…

The nonparametric estimation of integrated diffusion processes has been extensively studied, with most existing research focusing on pointwise convergence. This paper is the first to establish uniform convergence rates for the…

Bifurcating autoregressive processes, which can be seen as an adaptation of au-toregressive processes for a binary tree structure, have been extensively studied during the last decade in a parametric context. In this work we do not specify…

We consider nonparametric estimation of a regression function for a situation where precisely measured predictors are used to estimate the regression curve for coarsened, that is, less precise or contaminated predictors. Specifically, while…

In a regression model, we write the Nadaraya-Watson estimator of the regression function as the quotient of two kernel estimators, and propose a bandwidth selection method for both the numerator and the denominator. We prove risk bounds for…

This article investigates nonparametric estimation of variance functions for functional data when the mean function is unknown. We obtain asymptotic results for the kernel estimator based on squared residuals. Similar to the finite…