Why bandwidth selectors tend to choose smaller bandwidths, and a remedy

DOI10.1093/BIOMET/77.1.222MaRDI QIDQ3034682zbMATH OpenOpenAlexFDO

Authors Shean-Tsong Chiu

Publication date 1990

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/77.1.222

zbMATH Keywords

Fourier transformnonparametric regressionsimulation studyperiodogramkernel estimatebandwidth estimatesautomatic data-driven bandwidth selectorslarge sample variation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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(19)

• LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
• Bandwidth matrix selectors for kernel regression
• Correction to: On the linear combination of normal and Laplace random variables
• An autocorrelation criterion for bandwidth selection in nonparametric regression^∗
• Robust plug-in bandwidth estimators in nonparametric regression
• Asymptotic distribution of bandwidth selectors in kernel regression estimation
• On bandwidth selection in kernel density estimation
• On discrete Epanechnikov kernel functions
• Bandwidth selection for statistical matching and prediction
• Kernel estimation of regression function gradient
• Nonlinear dynamical structural equation models
• Comments on a data based bandwidth selector
• Model robust regression: combining parametric, nonparametric, and semiparametric methods
• An overview of model-robust regression
• scientific article; zbMATH DE number 2160571 (Why is no real title available?)
• Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns
• Blind nonparametric regression
• Linex discrepancy for bandwidth selection
• Selection of bandwidth for kernel regression

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