On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation
Publication:6177225
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
generalized cross validationMallows criterioncross validationsmoothing parameter selectionaverage squared errorkernel nonparametric modelsmean average squared errornonparametric trend estimationSV modelsexcess of average squared error
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Stationary stochastic processes (60G10)
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