Selection of bandwidth for kernel regression

DOI10.1080/03610926.2013.864770zbMATH Open1338.62115OpenAlexW2341454396MaRDI QIDQ2807782FDOQ2807782

Jan Koláček, Ivanka Horová

Publication date: 25 May 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.864770

Recommendations

• A review and comparison of bandwidth selection methods for kernel regression
• Bandwidth matrix selectors for kernel regression
• Adaptive Bandwidth Choice for Kernel Regression
• An iterative bandwidth selector for kernel estimation of densities and their derivatives
• On optimal data-based bandwidth selection in kernel density estimation

zbMATH Keywords

kernel regressionbandwidth selectioniterative method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cites Work

• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Bandwidth choice for nonparametric regression
• Contribution to the bandwidth choice for kernel density estimates
• Kernel smoothing in Matlab. Theory and practice of kernel smoothing
• Some stabilized bandwidth selectors for nonparametric regression
• Why bandwidth selectors tend to choose smaller bandwidths, and a remedy

Cited In (5)

• On the Choice of the Bandwidth in Kernel Nonparametric Regression
• Variable bandwidth kernel regression estimation
• Adaptive Bandwidth Choice for Kernel Regression
• Bandwidth matrix selectors for kernel regression
• An iterative bandwidth selector for kernel estimation of densities and their derivatives

This page was built for publication: Selection of bandwidth for kernel regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2807782)