Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression

DOI10.1093/BIOMET/72.2.481zbMath0571.62034OpenAlexW2005021531MaRDI QIDQ3687515

James Stephen Marron, Wolfgang Karl Härdle

Publication date: 1985

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/72.2.481

zbMATH Keywords

model selectioncross-validationkernel estimatorAICAkaike's information criterionbandwidth selection problemasymptotic nonequivalencefinite prediction error

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02)

Related Items (5)

Random approximations to some measures of accuracy in nonparametric curve estimation ⋮ An iteration method of data censoring in the regression estimation problem ⋮ On a likelihood-based approach in nonparametric smoothing and cross- validation ⋮ Asymptotically optimal selection of a piecewise polynomial estimator of a regression function ⋮ A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator

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