New view on smoothing parameter selector in function estimation

DOI10.1080/00949650410001656644MaRDI QIDQ4663384zbMATH OpenOpenAlexFDO

Authors Tae Yoon Kim, Cheolyong Park, S. Y. Hwang

Publication date 30 March 2005

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650410001656644

zbMATH Keywords

correlationfunction estimationsmoothing parameter selector

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Bandwidth choice for nonparametric regression
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?

Cited in

(1)

• scientific article; zbMATH DE number 410127 (Why is no real title available?)

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