Some stabilized bandwidth selectors for nonparametric regression
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Publication:1178952
DOI10.1214/aos/1176348260zbMath0749.62021MaRDI QIDQ1178952
Publication date: 26 June 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348260
Fourier transform; asymptotic normality; time series; cross-validation; simulation results; convergence rate; periodogram; bandwidth selection; nonparametric regression; strong consistency; kernel estimate; residual sum of squares; frequency-domain representation; stabilized bandwidth selectors
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
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