Bandwidth choice for differentiation

DOI10.1016/0047-259X(86)90030-8MaRDI QIDQ1095530zbMATH OpenFDO

Authors John Rice

Publication date 1986

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

smoothingasymptotic behaviorunbiased estimateMISEmean integrated square errorbandwidth choicetapered Fourier series estimatelinear estimater-th derivative of a smooth function

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cites work

• scientific article; zbMATH DE number 3969896 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• A new look at the statistical model identification
• An optimal selection of regression variables
• Bandwidth choice for nonparametric regression
• Consistency for cross-validated nearest neighbor estimates in nonparametric regression
• Curve Estimates
• On the consistency of cross-validation in kernel nonparametric regression
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

Cited in

(15)

• Gradient-based smoothing parameter selection for nonparametric regression estimation
• Smoothed nonparametric derivative estimation using weighted difference quotients
• Computation and application of robust data-driven bandwidth selection for gradient function estimation
• Visualization and Bandwidth Matrix Choice
• Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function
• Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
• Comments on a data based bandwidth selector
• Best possibility constant for bandwidth selection
• Why bandwidth selectors tend to choose smaller bandwidths, and a remedy
• Gradient-based bandwidth selection for estimating average derivatives
• Testing for no effect in nonparametric regression via spline smoothing techniques
• scientific article; zbMATH DE number 4120213 (Why is no real title available?)
• A critical review of univariate non-parametric estimation of first derivatives
• Linex discrepancy for bandwidth selection
• Tuning parameter selection for nonparametric derivative estimation in random design

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