On the asymptotic distributions of bandwidth estimates (Q921766)
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scientific article; zbMATH DE number 4166354
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the asymptotic distributions of bandwidth estimates |
scientific article; zbMATH DE number 4166354 |
Statements
On the asymptotic distributions of bandwidth estimates (English)
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1990
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nonparametric regression
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Fourier transform
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periodogram
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asymptotic normality
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automatic bandwidth selection
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kernel regression estimate
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bandwidth estimate
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minimizer of Mallows's criterion
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rate of convergence
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linear combination of independent exponential random variables
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weighted sum of chi-squared random variables
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Simulation results
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approximation
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degrees of freedom
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0.8655151128768921
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0.8534817695617676
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0.8534817695617676
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0.8356645703315735
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