Cross-validatory bandwidth selections for regression estimation based on dependent data

DOI10.1016/S0378-3758(97)00151-1zbMath0942.62046MaRDI QIDQ1299554

Howell Tong, Qiwei Yao

Publication date: 24 August 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

bandwidth; kernel estimation; cross-validation; rho-mixing; locally linear regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

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