Cross-validatory bandwidth selections for regression estimation based on dependent data
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Cites work
- Asymmetric least squares regression estimation: A nonparametric approach∗
- Comparison of two bandwidth selectors with dependent errors
- Data-driven bandwidth choice for density estimation based on dependent data
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- KERNEL REGRESSION SMOOTHING OF TIME SERIES
- Nonparametric curve estimation from time series
Cited in
(29)- Wavelet regression in random design with heteroscedastic dependent errors
- Comparison of two bandwidth selectors with dependent errors
- On bandwidth selection in partial linear regression models under dependence
- Improving cross-validated bandwidth selection using subsampling-extrapolation techniques
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
- Cross validation for locally stationary processes
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study
- Local composite quantile regression smoothing for Harris recurrent Markov processes
- A bias correction for cross-validation bandwidth selection when a kernel estimate is based on dependent data
- On modeling wood formation using parametric and semiparametric regressions for count data
- Sequential cross-validated bandwidth selection under dependence and Anscombe-type extensions to random time horizons
- Nonparametric regression with weakly dependent data: the discrete and continuous regressor case
- Modelling data from inside the Earth: local smoothing of mean and dispersion structure in deep drill data
- Cross-validated bandwidths and significance testing
- Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models
- Optimal Fixing of the Bandwidth-Parameter for the Empirical Regression1,2
- Kernel density estimation for dynamical systems
- Binned modified cross–validation with dependent errors
- Sequential data-adaptive bandwidth selection by cross-validation for nonparametric prediction
- MOSUM monitoring for variance change in nonparametric regression models
- Testing for trends in high-dimensional time series
- Bahadur representation for the nonparametric M-estimator under -mixing dependence
- Change-Point Estimation in Long Memory Nonparametric Models with Applications
- Integrated cross-validation for the random design nonparametric regression
- Smoothing parameter selection methods for nonparametric regression with spatially correlated errors
- Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
- Bandwidth selection for multivariate local linear regression with correlated errors
- A tale of two option markets: pricing kernels and volatility risk
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