On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation (Q6177225): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The invariance principle for associated processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Basic properties of strong mixing conditions. A survey and some open questions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3739966 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3125700 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic Properties of Stochastic Volatility Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of Distributions Generated by Stationary Stochastic Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixing: Properties and examples / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new weak dependence condition and applications to moment inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Association of Random Variables, with Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4869739 / rank
 
Normal rank
Property / cites work
 
Property / cites work: First-order autoregressive gamma sequences and point processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum? / rank
 
Normal rank
Property / cites work
 
Property / cites work: On bandwidth choice in nonparametric regression with both short- and long-range dependent errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Renewal theory for functionals of a Markov chain with general state space / rank
 
Normal rank
Property / cites work
 
Property / cites work: A short note on optimal bandwidth selection for kernel estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some mixing properties of time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bandwidth choice for nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Effective Bandwidth Selector for Local Least Squares Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5445942 / rank
 
Normal rank
Property / cites work
 
Property / cites work: MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY / rank
 
Normal rank

Latest revision as of 18:45, 2 August 2024

scientific article; zbMATH DE number 7732660
Language Label Description Also known as
English
On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation
scientific article; zbMATH DE number 7732660

    Statements

    On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation (English)
    0 references
    0 references
    0 references
    0 references
    31 August 2023
    0 references
    0 references
    0 references
    0 references
    0 references
    nonparametric trend estimation
    0 references
    kernel nonparametric models
    0 references
    smoothing parameter selection
    0 references
    average squared error
    0 references
    excess of average squared error
    0 references
    mean average squared error
    0 references
    Mallows criterion
    0 references
    cross validation
    0 references
    generalized cross validation
    0 references
    SV models
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references