Variable bandwidth and local linear regression smoothers

DOI10.1214/AOS/1176348900zbMATH Open0765.62040OpenAlexW2001213989MaRDI QIDQ1208657FDOQ1208657

Publication date: 16 May 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348900

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On Variable Bandwidth Selection in Local Polynomial Regression

nonparametric regression simulations mean squared error boundary effects mean integrated squared error mean regression function MISE conditional MSE variable bandwidth plug-in estimator local linear smoothers optimalities

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear inference, regression (62J99)

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