baggingbwsel

MaRDI QIDQ7387235CRANFDO

Authors Rubén Fernández-Casal, Daniel Barreiro-Ures, Jeffrey Hart, Ricardo Cao, Mario Francisco-Fernandez

Last update 27 July 2024

Copyright license GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 1.0, 1.1

Description

Bagging bandwidth selection methods for the Parzen-Rosenblatt and Nadaraya-Watson estimators. These bandwidth selectors can achieve greater statistical precision than their non-bagged counterparts while being computationally fast. See Barreiro-Ures et al. (2020) <doi:10.1093/biomet/asaa092> and Barreiro-Ures et al. (2021) <doi:10.48550/arXiv.2105.04134>.

Cites work

• Bagging cross-validated bandwidths with application to big data

This page was built for software: baggingbwsel