Comparison of bandwidth selectors in nonparametric regression under dependence
From MaRDI portal
Recommendations
- Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression
- Bandwidth selection in nonparametric regression with general errors
- Bandwidth choice for nonparametric regression
- Some stabilized bandwidth selectors for nonparametric regression
- Bandwidth selection for nonparametric regression with errors-in-variables
- scientific article; zbMATH DE number 3969896
- scientific article; zbMATH DE number 2160571
Cites work
- scientific article; zbMATH DE number 3651578 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- scientific article; zbMATH DE number 94968 (Why is no real title available?)
- scientific article; zbMATH DE number 469135 (Why is no real title available?)
- scientific article; zbMATH DE number 469330 (Why is no real title available?)
- scientific article; zbMATH DE number 863576 (Why is no real title available?)
- scientific article; zbMATH DE number 3415224 (Why is no real title available?)
- scientific article; zbMATH DE number 4184696 (Why is no real title available?)
- A Flexible and Fast Method for Automatic Smoothing
- A comparative study of several smoothing methods in density estimation
- A data-based algorithm for choosing the window width when estimating the density at a point
- A plug-in technique in nonparametric regression with dependence
- Bandwidth choice for nonparametric regression
- Bandwidth selection for kernel estimate with correlated noise
- Choice of bandwidth for kernel regression when residuals are correlated
- Comparison of two bandwidth selectors with dependent errors
- Data-driven bandwidth choice for density estimation based on dependent data
- Fixed design regression for time series: Asymptotic normality
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- KERNEL REGRESSION SMOOTHING OF TIME SERIES
- Kernel Regression Estimation Using Repeated Measurements Data
- Mixing: Properties and examples
- Monte Carlo Study of Three Data-Based Nonparametric Probability Density Estimators
- Nonparametric curve estimation from time series
- Nonparametric regression analysis of longitudinal data
- On the use of pilot estimators in bandwidth selection
- Time series: theory and methods.
Cited in
(13)- A Comparison of Two Bandwidth Selectors OSCV and AICc in Nonparametric Regression
- Asymptotic properties in partial linear models under dependence
- On convergence rates for quadratic errors in kernel hazard estimation
- Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework
- Nonparametric independence screening via favored smoothing bandwidth
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
- Plug-in bandwidth choice in partial linear models with autoregressive errors
- A plug-in technique in nonparametric regression with dependence
- Adaptively varying-coefficient spatiotemporal models
- scientific article; zbMATH DE number 94968 (Why is no real title available?)
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study
- Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression
- An improved kernel regression method based on Taylor expansion
This page was built for publication: Comparison of bandwidth selectors in nonparametric regression under dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1351550)
