Concepedia

Kernel Weighting

Kernel Weighting is a nonparametric estimation technique in regression discontinuity designs that assigns differential weights to observations based on their proximity to the cutoff, using a kernel function to determine the weighting scheme.

87

Publications

6.8K

Citations

212

Authors

117

Institutions

Publications per year

2017–2026

36

Parents

Publications

87

Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise

Ole E. Barndorff–Nielsen, Peter Reinhard Hansen, Asger Lunde et al. · Econometrica · 2008 · 1.3K citations

, , +17

Multivariate Locally Weighted Least Squares Regression

David Ruppert, M. P. Wand · The Annals of Statistics · 1994 · 1.1K citations

, , +16

Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions

Jianqing Fan, Nancy Heckman, M. P. Wand · Journal of the American Statistical Association · 1995 · 360 citations

, , +14

Silhouette Analysis for Performance Evaluation in Machine Learning with Applications to Clustering

Meshal Shutaywi, Nezamoddin N. Kachouie · Entropy · 2021 · 341 citations · Full text

, , +15

Direct estimation of the index coefficient in a single-index model

Marian Hristache, Anatoli Juditsky, Vladimir Spokoiny · The Annals of Statistics · 2001 · 272 citations

, , +13

1–5 of 87

Authors

212

  1. MP
    M. P. Wand

    UNSW Sydney, Australia

    3 publications · 1.5K citations

    3

    h-index

  2. NS
    Neil Shephard

    University of Oxford, United Kingdom

    3 publications · 1.6K citations

    3

    h-index

  3. FD
    Francisco de A.T. de Carvalho

    Universidade Federal de Pernambuco, Brazil

    3 publications · 95 citations

    3

    h-index

  4. MR
    Marcelo R.P. Ferreira

    Universidade Federal da Paraíba, Brazil

    3 publications · 95 citations

    3

    h-index

  5. LW
    Lingxiao Wang

    University of Maryland, College Park, United States

    2 publications · 57 citations

    2

    h-index

1–5 of 212

Institutions

117

  1. UNSW Sydney

    Sydney, Australia

    4 h-index

    4 publications

    508 citations

  2. University of North Carolina at Chapel Hill

    Chapel Hill, United States

    4 h-index

    4 publications

    833 citations

  3. Universidade Federal da Paraíba

    João Pessoa, Brazil

    3 h-index

    3 publications

    95 citations

  4. University of British Columbia

    Vancouver, Canada

    3 h-index

    3 publications

    471 citations

  5. Universidade Federal de Pernambuco

    Recife, Brazil

    3 h-index

    5 publications

    171 citations

  6. Stanford University

    Stanford, United States

    3 h-index

    5 publications

    1.4K citations

  7. Federal Reserve Board of Governors

    Washington D.C., United States

    2 h-index

    2 publications

    201 citations

  8. Hohai University

    Nanjing, China

    2 h-index

    7 publications

    176 citations

1–8 of 117

Venues

  1. arXiv (Cornell University)

    Repository · 5 publications · 64 citations

    5

    h-index

  2. 4

    h-index

  3. The Annals of Statistics

    4 publications · 1.4K citations

    4

    h-index

  4. SSRN Electronic Journal

    Repository · 3 publications · 179 citations

    3

    h-index

  5. Pattern Recognition

    3 publications · 62 citations

    3

    h-index

1–5