Bandwidth selection for statistical matching and prediction

DOI10.1007/S11749-022-00838-7MaRDI QIDQ6169922zbMATH OpenFDO

Authors Inés Barbeito, Ricardo Cao, Stefan Sperlich

Publication date 12 July 2023

Published in Test (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11749-022-00838-7

zbMATH Keywords

bandwidth selectioncounterfactual analysisnonparametric predictionsmooth bootstrapstatistical matching

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09)

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Cites work

• A review and comparison of bandwidth selection methods for kernel regression
• An asymptotically efficient solution to the bandwidth problem of kernel density estimation
• Bandwidth selection for functional time series prediction
• Bandwidth selection for kernel density estimation: a review of fully automatic selectors
• Bootstrap methods in regression smoothing^∗
• Flexible imputation of missing data
• scientific article; zbMATH DE number 469135 (Why is no real title available?)
• scientific article; zbMATH DE number 2140075 (Why is no real title available?)
• Local linear extrapolation
• Nonparametric lag selection for time series models
• On model selection and model misspecification in causal inference
• Targeted smoothing parameter selection for estimating average causal effects
• Variable bandwidth and local linear regression smoothers
• Weak and strong uniform consistency of kernel regression estimates
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives

Cited in

(3)

• Improving cross-validated bandwidth selection using subsampling-extrapolation techniques
• A Complete Framework for Model-Free Difference-in-Differences Estimation
• Bagging cross-validated bandwidth selection in nonparametric regression estimation with applications to large-sized samples

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