On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation

DOI10.21494/iste.op.2021.0696OpenAlexW3183189957MaRDI QIDQ6177225

Didier A. Girard, Karim Benhenni, Sana Louhichi

Publication date: 31 August 2023

Published in: Advances in Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21494/iste.op.2021.0696

zbMATH Keywords

generalized cross validationMallows criterioncross validationsmoothing parameter selectionaverage squared errorkernel nonparametric modelsmean average squared errornonparametric trend estimationSV modelsexcess of average squared error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Stationary stochastic processes (60G10)

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