Local bandwidth selection via second derivative segmentation

DOI10.1214/12-EJS682MaRDI QIDQ1950824zbMATH OpenOpenAlexFDO

Authors Alexander Aue, Haonan Wang, Thomas C. M. Lee

Publication date 28 May 2013

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1333113099

zbMATH Keywords

local linear regressionoptimal bandwidthbandwidth functionbreak point detection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cites work

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• scientific article; zbMATH DE number 819203 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
• Estimating the number of change-points via Schwarz' criterion
• Exact mean integrated squared error
• Information and complexity in statistical modeling.
• Local Adaptivity of Kernel Estimates with Plug-in Local Bandwidth Selectors
• Multivariate adaptive regression splines
• On Variable Bandwidth Selection in Local Polynomial Regression
• On image segmentation using information theoretic criteria
• On partial local smoothing rules for curve estimation
• Semiparametric Regression
• Smooth Location-Dependent Bandwidth Selection for Local Polynomial Regression
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• Spectral Properties of Banded Toeplitz Matrices
• Variable bandwidth and local linear regression smoothers
• WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*

Describes a project that uses

Uses Software

• SemiPar

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