How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?

DOI10.2307/2288922zbMath0644.62048OpenAlexW4245385762MaRDI QIDQ3787299

James Stephen Marron, Wolfgang Karl Härdle

Publication date: 1988

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2288922

zbMATH Keywords

convergence ratecentral limit theoremoptimal bandwidthsmoothing parameter selectionkernel regression estimationnonparametric curve estimatorsmean average squared errorautomatically selected bandwidthsdifferences asymptotic distributionminimizer of the average squared error

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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