Choice of bandwidth for kernel regression when residuals are correlated (Q4037729): Difference between revisions
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Latest revision as of 19:06, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Choice of bandwidth for kernel regression when residuals are correlated |
scientific article |
Statements
Choice of bandwidth for kernel regression when residuals are correlated (English)
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16 May 1993
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bandwidth selection
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correlated residuals
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correlated errors
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kernel estimator
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nonparametric regression
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plug-in bandwidth selector
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stationary error variables
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residual covariance function
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