The effect of the regularity of the error process on the performance of kernel regression estimators

nonparametric estimation cross-validation regression function optimal bandwidth autocovariance function integrated Brownian motion non-stationary error process

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Cited In (5)

Deterministic error analysis of support vector regression and related regularized kernel methods
Regression model for surrogate data in high dimensional statistics
The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors
Weak consistency for the nonparametric kernel regression estimator based on negatively associated random errors
On expected error of randomized Nyström kernel regression

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