Variable bandwidth selection in varying-coefficient models (Q1582633)
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scientific article; zbMATH DE number 1517162
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| English | Variable bandwidth selection in varying-coefficient models |
scientific article; zbMATH DE number 1517162 |
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Variable bandwidth selection in varying-coefficient models (English)
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15 October 2000
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varying-coefficient models
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data-driven bandwidth selection
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relative error
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asymptotic normality
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assessment of conditional bias
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local polynomial fitting
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conditional variance
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0.8511417508125305
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0.8418022394180298
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0.8361445069313049
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0.8291354179382324
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