A plug-in technique in nonparametric regression with dependence

DOI10.1080/03610929408831404zbMath0825.62220OpenAlexW2088968346MaRDI QIDQ4843670

Alejandro Quintela-del-Río

Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831404

zbMATH Keywords

asymptotic normalitytime seriesplug-incross-validationbandwidth selectionnonparametric regressionkernel estimatestrongly mixing processes

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (7)

Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors ⋮ LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS ⋮ Comparison of bandwidth selectors in nonparametric regression under dependence ⋮ Integral functionals of the Gasser-Müller regression function ⋮ Nonparametric estimation of the hazard function under dependence conditions ⋮ Plug-in bandwidth choice in partial linear models with autoregressive errors ⋮ Testing in partial linear regression models with dependent errors

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