The negative correlations between data-determined bandwidths and the optimal bandwidth

DOI10.1016/0167-7152(90)90014-XzbMath0699.62037OpenAlexW2057242681MaRDI QIDQ913404

Shean-Tsong Chiu, James Stephen Marron

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90014-x

zbMATH Keywords

simulationperiodogrambandwidth selectionnonparametric kernel regressionnegative correlationFourier analysis methodssquared error optimal bandwidth

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (4)

On the estimation of prediction errors in logistic regression models ⋮ A Nonparametric Regression Model With Tree-Structured Response ⋮ Robustness of one-sided cross-validation to autocorrelation ⋮ On the estimation of prediction errors in linear regression models

Cites Work

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• How Biased is the Apparent Error Rate of a Prediction Rule?
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Biased and Unbiased Cross-Validation in Density Estimation
• Some Comments on C P

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