Comparison of two bandwidth selectors with dependent errors
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Publication:1184214
DOI10.1214/aos/1176348377zbMath0738.62042OpenAlexW2096850081MaRDI QIDQ1184214
Chih-Kang Chu, James Stephen Marron
Publication date: 28 June 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348377
cross-validationsimulationsnonparametric regressionautoregressive moving average processeffect of dependence on bandwidth selectionlimiting distribution for cross-validated bandwidthpartitioned cross-validation
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