Asymptotic distribution of bandwidth selectors in kernel regression estimation

DOI10.1007/BF02926396MaRDI QIDQ1324972zbMATH OpenOpenAlexFDO

Authors V. Pereyra

Publication date 7 July 1994

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02926396

zbMATH Keywords

optimal bandwidthautomatic bandwidth selectionkernel regression estimationjoint asymptotic normal distribution

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 3917463 (Why is no real title available?)
• scientific article; zbMATH DE number 46694 (Why is no real title available?)
• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• scientific article; zbMATH DE number 410127 (Why is no real title available?)
• A Flexible and Fast Method for Automatic Smoothing
• A Unifying Approach to Nonparametric Regression Estimation
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Bandwidth selection for kernel density estimation
• Choosing a kernel regression estimator. With comments and a rejoinder by the authors
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Residual variance and residual pattern in nonlinear regression
• The choice of weights in kernel regression estimation
• Why bandwidth selectors tend to choose smaller bandwidths, and a remedy

Cited in

(2)

• Modifying the double smoothing bandwidth selector in nonparametric regression
• On the asymptotic distributions of bandwidth estimates

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