On the Choice of the Bandwidth in Kernel Nonparametric Regression

DOI10.1137/1132018MaRDI QIDQ3765037zbMATH OpenOpenAlexFDO

Authors Alexandre B. Tsybakov

Publication date 1987

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1132018

zbMATH Keywords

asymptotic propertieschoice of the bandwidthcross-validationkernel type estimatornonparametric regressionregression curve

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cited in

(17)

• Uniform in bandwidth consistency of conditional \(U\)-statistics
• Plug-in bandwidth selection in kernel hazard estimation from dependent data
• Optimal bandwidth selection in nonparametric regression function estimation
• Variable bandwidth kernel estimators of regression curves
• On the almost everywhere properties of the kernel regression estimate
• Kernel selection in nonparametric regression
• On bandwidth parameter choices for discrete nonparametric kernel estimator
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• Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth
• A plug-in technique in nonparametric regression with dependence
• Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
• Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
• Estimation of the bandwidth parameter in Nadaraya-Watson kernel non-parametric regression based on universal threshold level
• On internally corrected and symmetrized kernel estimators for nonparametric regression
• Uniform in bandwidth exact rates for a class of kernel estimators
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