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Local regression for vector responses

Welsh, Alan; Yee, T W


We explore a class of vector smoothers based on local polynomial regression for fitting nonparametric regression models which have a vector response. The asymptotic bias and variance for the class of estimators are derived for two different ways of representing the variance matrices within both a seemingly unrelated regression and a vector measurement error framework. We show that the asymptotic behaviour of the estimators is different in these four cases. In addition, the placement of the...[Show more]

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
Source: Journal of Statistical Planning and Inference
DOI: 10.1016/j.jspi.2004.01.024


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