Optimal Kernel Weights Under a Power Criterion

DOI10.2307/2291268MaRDI QIDQ4292105zbMATH OpenOpenAlexFDO

Authors Stephen Blyth

Publication date 10 July 1994

Full work available at URL https://doi.org/10.2307/2291268

zbMATH Keywords

nonparametric regressionoptimality criteriapower

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08)

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Cited in

(4)

• On the power of stationarity tests using optimal bandwidth estimates
• The choice of weights in kernel regression estimation
• Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo study
• Selecting local models in multiple regression by maximizing power

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