Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators

DOI10.1016/0047-259X(86)90066-7zbMath0582.60033MaRDI QIDQ1068436

Wolfgang Karl Härdle

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo trialskernel regression function estimatorsoptimal bandwidth selectionstochastic measures of accuracy

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

Related Items (4)

Random approximations to some measures of accuracy in nonparametric curve estimation ⋮ Nonparametric regression for functional data: automatic smoothing parameter selection ⋮ Curve estimation for \(m_ n\)-decomposable time series including bilinear processes ⋮ On Gauss quadrature and partial cross validation

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