Comparison of two bandwidth selectors with dependent errors (Q1184214)
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English | Comparison of two bandwidth selectors with dependent errors |
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Comparison of two bandwidth selectors with dependent errors (English)
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28 June 1992
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nonparametric regression
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cross-validation
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partitioned cross-validation
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effect of dependence on bandwidth selection
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simulations
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autoregressive moving average process
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limiting distribution for cross-validated bandwidth
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